-27.8%
AAL vs MSI
+590.3%
-618.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.8% |
| 7D | -3.7% | -3.7% | 0.0% | -1.3% |
| 30D | -20.8% | +6.8% | -27.6% | -25.0% |
| 3M | -1.3% | +14.3% | -15.6% | -10.7% |
| 6M | +5.4% | -1.6% | +6.9% | +4.6% |
| YTD | -14.4% | +22.8% | -37.1% | -27.9% |
| 1Y | +2.1% | -1.1% | +3.2% | -0.8% |
| 3Y | -10.6% | +70.5% | -81.0% | -42.9% |
| 5Y | -32.2% | +102.8% | -135.0% | -62.5% |
| 10Y | -62.7% | +597.4% | -660.1% | -92.2% |
| All | -27.8% | +590.3% | -618.1% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling