+920.4%
MSFT vs ALB
+38.2%
+882.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.8% |
| 7D | +7.5% | +9.5% | -1.9% | +5.7% |
| 30D | +1.9% | -2.1% | +4.0% | +2.2% |
| 3M | +9.2% | -24.1% | +33.4% | +14.4% |
| 6M | +31.9% | -51.0% | +82.9% | +48.7% |
| YTD | +13.4% | -29.3% | +42.8% | +17.6% |
| 1Y | +10.6% | +3.2% | +7.5% | +6.1% |
| 3Y | +54.7% | -9.3% | +64.0% | +40.6% |
| 5Y | +69.1% | -61.6% | +130.7% | +81.6% |
| 10Y | +920.4% | +40.8% | +879.6% | +580.7% |
| All | +920.4% | +38.2% | +882.2% | +580.7% |
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