-66.0%
AAL vs MSI
+590.9%
-656.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.1% |
| 7D | -0.3% | -5.8% | +5.4% | +3.0% |
| 30D | -19.0% | -1.0% | -18.0% | -18.7% |
| 3M | -5.1% | +14.2% | -19.2% | -12.5% |
| 6M | +15.5% | +1.0% | +14.4% | +13.2% |
| YTD | -15.8% | +21.5% | -37.2% | -26.5% |
| 1Y | -0.3% | -2.1% | +1.8% | -1.5% |
| 3Y | -7.7% | +69.3% | -77.0% | -37.6% |
| 5Y | -32.5% | +99.3% | -131.8% | -59.8% |
| 10Y | -66.0% | +595.0% | -661.0% | -89.4% |
| All | -66.0% | +590.9% | -656.9% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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