-40.8%
AAL vs MSI
+118.7%
-159.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +4.6% | +4.7% | -0.1% | +2.2% |
| 30D | +2.6% | +14.8% | -12.2% | -4.3% |
| 3M | -17.8% | +8.8% | -26.6% | -21.3% |
| 6M | +1.9% | +19.3% | -17.5% | -7.9% |
| YTD | -14.0% | +35.3% | -49.4% | -28.1% |
| 1Y | +0.2% | +33.8% | -33.5% | -15.7% |
| 3Y | +13.0% | +74.4% | -61.4% | -25.5% |
| All | -40.8% | +118.7% | -159.5% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling