+894.4%
MSFT vs ALB
+35.3%
+859.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | -6.2% | +1.1% | -7.3% | -6.5% |
| 30D | -3.7% | -2.6% | -1.1% | -3.3% |
| 3M | +3.6% | -25.6% | +29.2% | +8.9% |
| 6M | +26.8% | -54.0% | +80.8% | +44.7% |
| YTD | +8.4% | -31.6% | +40.0% | +13.0% |
| 1Y | +3.3% | -6.6% | +9.8% | +0.9% |
| 3Y | +44.3% | -14.0% | +58.3% | +32.5% |
| 5Y | +63.3% | -62.5% | +125.9% | +76.1% |
| 10Y | +894.4% | +36.3% | +858.1% | +564.5% |
| All | +894.4% | +35.3% | +859.0% | +564.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling