+145.1%
MS vs ALC
-16.0%
+161.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.1% |
| 7D | +1.4% | -2.1% | +3.5% | +2.1% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | +0.3% | +5.9% | -5.6% | -2.4% |
| 6M | +31.3% | -15.9% | +47.3% | +39.4% |
| YTD | +24.7% | -10.1% | +34.8% | +28.5% |
| 1Y | +47.9% | -10.2% | +58.1% | +52.0% |
| 3Y | +178.3% | -13.6% | +191.9% | +183.8% |
| All | +145.1% | -16.0% | +161.0% | +140.7% |
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