-65.5%
AAL vs MS
+576.8%
-642.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | +10.1% | +0.8% | +9.3% | +9.5% |
| 30D | +10.6% | -0.7% | +11.3% | +11.4% |
| 3M | -5.9% | -12.4% | +6.4% | +5.1% |
| 6M | +5.7% | -1.7% | +7.4% | +5.8% |
| YTD | -8.0% | +8.0% | -16.0% | -15.5% |
| 1Y | +6.0% | +16.2% | -10.2% | -8.7% |
| 3Y | +19.6% | +171.3% | -151.7% | -52.0% |
| 5Y | -34.6% | +124.8% | -159.4% | -69.4% |
| 10Y | -65.5% | +553.7% | -619.1% | -92.9% |
| All | -65.5% | +576.8% | -642.3% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling