-32.6%
AAL vs MKSI
+84.1%
-116.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.8% | +0.4% |
| 7D | -0.9% | +2.7% | -3.6% | -2.0% |
| 30D | -12.9% | -12.8% | -0.1% | -8.2% |
| 3M | -11.2% | -22.5% | +11.3% | -4.9% |
| 6M | +17.8% | +19.4% | -1.5% | +3.7% |
| YTD | -15.1% | +67.7% | -82.9% | -36.8% |
| 1Y | +0.5% | +131.4% | -130.9% | -36.5% |
| 3Y | -7.7% | +197.3% | -205.0% | -53.8% |
| All | -32.6% | +84.1% | -116.7% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling