-68.3%
AAL vs MSI
+663.2%
-731.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.1% |
| 7D | +2.9% | +2.6% | +0.3% | +1.5% |
| 30D | +6.5% | +18.1% | -11.6% | -3.3% |
| 3M | -10.9% | +13.2% | -24.1% | -17.2% |
| 6M | +4.9% | +36.3% | -31.4% | -12.9% |
| YTD | -13.2% | +39.5% | -52.7% | -30.2% |
| 1Y | -1.1% | +36.9% | -38.0% | -19.6% |
| 3Y | +12.8% | +76.1% | -63.3% | -24.9% |
| 5Y | -34.4% | +123.7% | -158.1% | -63.4% |
| All | -68.3% | +663.2% | -731.5% | -91.2% |
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