+35.8%
MSCI vs ALB
-14.4%
+50.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +3.0% | -5.8% | +8.8% | +3.4% |
| 30D | +17.8% | -4.5% | +22.3% | +18.1% |
| 3M | +15.2% | -28.1% | +43.3% | +17.5% |
| 6M | +16.5% | -53.2% | +69.7% | +22.4% |
| YTD | +16.4% | -33.3% | +49.7% | +17.7% |
| 1Y | +16.8% | -17.4% | +34.2% | +15.6% |
| 3Y | +35.8% | -14.1% | +49.9% | +28.0% |
| All | +35.8% | -14.4% | +50.2% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling