+876.0%
MSFT vs ALB
+74.5%
+801.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -1.2% |
| 7D | -2.7% | -8.1% | +5.4% | -1.2% |
| 30D | +2.7% | +6.3% | -3.6% | +1.4% |
| 3M | +17.0% | -23.6% | +40.5% | +22.1% |
| 6M | +23.8% | -24.6% | +48.4% | +28.3% |
| YTD | +4.0% | -10.3% | +14.2% | +3.4% |
| 1Y | -0.8% | +61.5% | -62.3% | -13.4% |
| 3Y | +55.6% | -34.0% | +89.6% | +55.0% |
| 5Y | +72.9% | -44.6% | +117.5% | +72.2% |
| All | +876.0% | +74.5% | +801.5% | +524.8% |
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