+161.8%
MS vs ALC
+4.5%
+157.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -5.0% | -5.7% |
| 7D | -3.4% | +7.6% | -11.0% | -5.2% |
| 30D | -3.9% | +21.1% | -25.1% | -8.5% |
| 3M | -15.9% | +8.5% | -24.4% | -17.7% |
| 6M | -2.5% | +2.8% | -5.3% | -3.6% |
| YTD | +5.1% | -2.4% | +7.5% | +5.6% |
| 1Y | +13.0% | +3.5% | +9.5% | +11.2% |
| All | +161.8% | +4.5% | +157.4% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling