+25.6%
MSFT vs ALAB
+322.1%
-296.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.4% |
| 7D | -1.3% | +16.3% | -17.6% | -2.5% |
| 30D | -1.8% | -26.1% | +24.3% | 0.0% |
| 3M | +5.6% | -31.3% | +36.9% | +7.8% |
| 6M | +29.8% | -1.0% | +30.8% | +26.2% |
| YTD | +9.0% | +33.3% | -24.3% | +2.0% |
| 1Y | +4.9% | +53.5% | -48.6% | -3.3% |
| All | +25.6% | +322.1% | -296.5% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling