+834.9%
MSCI vs ALB
+34.2%
+800.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -0.7% | -3.6% | +2.9% | 0.0% |
| 30D | +16.2% | -2.9% | +19.0% | +16.6% |
| 3M | +16.1% | -25.8% | +42.0% | +22.2% |
| 6M | +12.9% | -53.6% | +66.5% | +29.4% |
| YTD | +14.8% | -32.4% | +47.2% | +19.4% |
| 1Y | +13.8% | -13.0% | +26.8% | +11.7% |
| 3Y | +31.2% | -15.0% | +46.2% | +18.9% |
| 5Y | +5.6% | -63.5% | +69.1% | +15.8% |
| All | +834.9% | +34.2% | +800.7% | +563.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling