+9.1%
MSCI vs ALB
-61.7%
+70.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -1.9% | +1.1% | -2.9% | -2.1% |
| 30D | +16.5% | -2.6% | +19.0% | +16.8% |
| 3M | +18.2% | -25.6% | +43.8% | +23.3% |
| 6M | +14.0% | -54.0% | +68.0% | +28.3% |
| YTD | +16.6% | -31.6% | +48.2% | +19.9% |
| 1Y | +14.8% | -6.6% | +21.4% | +10.6% |
| 3Y | +33.3% | -14.0% | +47.3% | +20.1% |
| 5Y | +9.1% | -62.5% | +71.6% | +28.2% |
| All | +9.1% | -61.7% | +70.8% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling