+32.3%
MSCI vs ALB
-13.4%
+45.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +1.5% | +9.5% | -8.0% | +0.8% |
| 30D | +14.4% | -2.1% | +16.5% | +14.5% |
| 3M | +15.2% | -24.1% | +39.3% | +17.1% |
| 6M | +11.2% | -51.0% | +62.2% | +16.6% |
| YTD | +13.9% | -29.3% | +43.3% | +14.8% |
| 1Y | +12.5% | +3.2% | +9.3% | +9.0% |
| 3Y | +32.3% | -9.3% | +41.6% | +23.8% |
| All | +32.3% | -13.4% | +45.7% | +23.8% |
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 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