+18.4%
MSFT vs ALAB
+449.6%
-431.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.8% | -0.6% |
| 7D | -1.4% | +3.2% | -4.6% | -1.7% |
| 30D | -1.0% | -13.6% | +12.5% | -0.1% |
| 3M | +20.2% | -16.6% | +36.8% | +20.0% |
| 6M | +21.3% | +142.3% | -121.1% | +9.6% |
| YTD | +2.8% | +73.6% | -70.8% | -5.1% |
| 1Y | 0.0% | +33.7% | -33.7% | -6.5% |
| All | +18.4% | +449.6% | -431.1% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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