+844.5%
MSCI vs ALB
+32.4%
+812.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | +2.7% | -5.8% | +8.4% | +3.8% |
| 30D | +17.4% | -4.5% | +22.0% | +18.2% |
| 3M | +14.8% | -28.1% | +42.9% | +21.5% |
| 6M | +16.1% | -53.2% | +69.3% | +32.8% |
| YTD | +16.0% | -33.3% | +49.3% | +20.9% |
| 1Y | +16.4% | -17.4% | +33.9% | +15.6% |
| 3Y | +35.3% | -14.1% | +49.5% | +22.1% |
| 5Y | +6.6% | -64.0% | +70.7% | +17.3% |
| All | +844.5% | +32.4% | +812.1% | +572.3% |
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