+52.3%
MSFT vs ALB
-16.8%
+69.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | +1.7% | +9.1% | -7.4% | +0.9% |
| 30D | +0.2% | -3.4% | +3.6% | +0.4% |
| 3M | +6.4% | -20.6% | +27.0% | +8.3% |
| 6M | +28.7% | -48.2% | +76.9% | +35.6% |
| YTD | +10.4% | -29.2% | +39.7% | +12.2% |
| 1Y | +7.6% | +10.0% | -2.4% | +4.5% |
| 3Y | +52.3% | -12.9% | +65.2% | +42.5% |
| All | +52.3% | -16.8% | +69.1% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling