+114.0%
MS vs ALC
-8.7%
+122.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -5.0% | -5.6% |
| 7D | -3.4% | +7.6% | -11.0% | -5.9% |
| 30D | -3.9% | +21.1% | -25.1% | -10.4% |
| 3M | -15.9% | +8.5% | -24.4% | -18.6% |
| 6M | -2.5% | +2.8% | -5.3% | -4.5% |
| YTD | +5.1% | -2.4% | +7.5% | +5.0% |
| 1Y | +13.0% | +3.5% | +9.5% | +10.0% |
| 3Y | +160.7% | +4.2% | +156.5% | +144.7% |
| 5Y | +114.0% | -9.0% | +123.0% | +104.9% |
| All | +114.0% | -8.7% | +122.8% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling