-28.9%
AAL vs MKSI
+1,881.3%
-1,910.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | -0.3% |
| 7D | -1.3% | +6.6% | -7.9% | -4.8% |
| 30D | -13.7% | -8.2% | -5.5% | -10.2% |
| 3M | -8.2% | -16.4% | +8.2% | -3.7% |
| 6M | +13.1% | +23.0% | -9.9% | -5.8% |
| YTD | -15.6% | +68.2% | -83.8% | -42.3% |
| 1Y | +1.4% | +148.6% | -147.2% | -46.0% |
| 3Y | -7.4% | +196.0% | -203.4% | -60.9% |
| 5Y | -35.9% | +87.4% | -123.3% | -66.8% |
| 10Y | -65.1% | +523.8% | -588.9% | -93.8% |
| All | -28.9% | +1,881.3% | -1,910.2% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling