-8.2%
AAL vs MS
+178.0%
-186.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.0% |
| 7D | -3.7% | +1.4% | -5.1% | -4.7% |
| 30D | -20.8% | -0.3% | -20.6% | -20.7% |
| 3M | -1.3% | +0.3% | -1.6% | -2.4% |
| 6M | +5.4% | +31.3% | -26.0% | -15.9% |
| YTD | -14.4% | +24.7% | -39.0% | -29.0% |
| 1Y | +2.1% | +47.9% | -45.8% | -26.1% |
| All | -8.2% | +178.0% | -186.2% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling