+13.7%
MSCI vs ALB
-49.3%
+63.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.6% | -6.3% | -2.7% |
| 7D | +6.0% | +5.5% | +0.6% | +6.0% |
| 30D | +18.2% | -7.5% | +25.7% | +17.9% |
| 3M | +15.1% | -16.9% | +32.1% | +14.3% |
| 6M | +13.7% | -49.2% | +62.9% | +18.9% |
| All | +13.7% | -49.3% | +63.0% | +18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling