-40.8%
AAL vs MS
+111.6%
-152.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.4% |
| 7D | +4.6% | -1.6% | +6.2% | +6.0% |
| 30D | +2.6% | -3.8% | +6.3% | +5.8% |
| 3M | -17.8% | -14.6% | -3.2% | -6.9% |
| 6M | +1.9% | -5.1% | +6.9% | +4.4% |
| YTD | -14.0% | +4.5% | -18.5% | -18.9% |
| 1Y | +0.2% | +13.5% | -13.3% | -11.9% |
| 3Y | +13.0% | +160.4% | -147.4% | -51.4% |
| All | -40.8% | +111.6% | -152.4% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling