+21.0%
LUV vs MAS
+214.9%
-193.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.8% |
| 7D | +4.8% | +2.4% | +2.4% | +3.6% |
| 30D | +6.5% | +19.8% | -13.3% | -2.8% |
| 3M | -4.9% | +9.8% | -14.7% | -9.3% |
| 6M | +8.1% | +15.8% | -7.7% | 0.0% |
| YTD | +9.0% | +31.8% | -22.8% | -6.3% |
| 1Y | +43.6% | +35.4% | +8.2% | +21.7% |
| 3Y | +101.4% | +59.2% | +42.2% | +54.7% |
| 5Y | -7.3% | +41.2% | -48.5% | -26.5% |
| All | +21.0% | +214.9% | -193.9% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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