-65.5%
AAL vs MSI
+670.3%
-735.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | +10.1% | +7.4% | +2.7% | +5.6% |
| 30D | +10.6% | +18.7% | -8.2% | +0.1% |
| 3M | -5.9% | +14.5% | -20.4% | -13.2% |
| 6M | +5.7% | +38.1% | -32.4% | -13.0% |
| YTD | -8.0% | +38.7% | -46.7% | -25.8% |
| 1Y | +6.0% | +35.4% | -29.4% | -13.3% |
| 3Y | +19.6% | +75.1% | -55.5% | -20.1% |
| 5Y | -34.6% | +126.4% | -161.0% | -63.9% |
| 10Y | -65.5% | +671.4% | -736.9% | -90.5% |
| All | -65.5% | +670.3% | -735.8% | -90.5% |
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