+453.3%
MS vs ALC
+36.0%
+417.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.8% | -2.6% | +1.1% |
| 7D | +2.6% | +10.7% | -8.1% | -2.1% |
| 30D | +2.6% | +20.2% | -17.6% | -6.0% |
| 3M | -10.1% | +8.9% | -19.0% | -14.0% |
| 6M | +4.4% | +5.7% | -1.4% | -0.1% |
| YTD | +11.7% | -1.4% | +13.2% | +10.5% |
| 1Y | +20.9% | +4.7% | +16.2% | +15.8% |
| 3Y | +177.1% | +5.2% | +171.9% | +153.9% |
| 5Y | +127.7% | -8.3% | +136.1% | +121.2% |
| All | +453.3% | +36.0% | +417.3% | +271.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling