-8.8%
AAL vs MKSI
+184.9%
-193.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.1% |
| 7D | -0.9% | +4.9% | -5.8% | -2.7% |
| 30D | -16.0% | -11.0% | -5.0% | -12.7% |
| 3M | -4.2% | -17.1% | +12.8% | -0.9% |
| 6M | +15.7% | +16.4% | -0.8% | +3.8% |
| YTD | -16.2% | +64.3% | -80.5% | -35.4% |
| 1Y | +0.2% | +137.7% | -137.5% | -34.9% |
| All | -8.8% | +184.9% | -193.7% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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