+622.3%
MSCI vs ALB
+75.7%
+546.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | +0.6% |
| 7D | +0.4% | -8.1% | +8.5% | +2.0% |
| 30D | +0.6% | +6.3% | -5.7% | -0.9% |
| 3M | -7.1% | -23.6% | +16.5% | -2.7% |
| 6M | +0.8% | -24.6% | +25.4% | +4.7% |
| YTD | +1.0% | -10.3% | +11.3% | -0.1% |
| 1Y | +4.3% | +61.5% | -57.1% | -10.7% |
| 3Y | +9.9% | -34.0% | +43.9% | +9.5% |
| 5Y | -6.8% | -44.6% | +37.8% | -5.9% |
| All | +622.3% | +75.7% | +546.6% | +370.7% |
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