+36.9%
MSI vs ALC
-11.3%
+48.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +2.6% | -6.2% | +8.8% | +3.6% |
| 30D | +18.1% | +14.0% | +4.1% | +15.5% |
| 3M | +13.2% | -2.4% | +15.6% | +13.4% |
| 6M | +36.3% | +12.6% | +23.7% | +33.3% |
| YTD | +39.5% | -8.4% | +47.9% | +38.1% |
| 1Y | +36.9% | -9.1% | +46.0% | +35.5% |
| All | +36.9% | -11.3% | +48.2% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling