+62.4%
MSFT vs ALB
-64.0%
+126.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -1.3% | -5.8% | +4.5% | -0.4% |
| 30D | -1.8% | -4.5% | +2.7% | -1.3% |
| 3M | +5.6% | -28.1% | +33.7% | +10.3% |
| 6M | +29.8% | -53.2% | +83.0% | +43.4% |
| YTD | +9.0% | -33.3% | +42.3% | +12.8% |
| 1Y | +4.9% | -17.4% | +22.4% | +4.8% |
| 3Y | +46.2% | -14.1% | +60.4% | +34.9% |
| All | +62.4% | -64.0% | +126.4% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling