+23.7%
LUV vs MAS
+230.1%
-206.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.5% | -0.3% | +1.9% |
| 7D | +5.3% | +3.3% | +2.0% | +3.7% |
| 30D | +11.1% | +25.5% | -14.3% | -0.9% |
| 3M | -1.1% | +11.8% | -12.9% | -6.6% |
| 6M | +13.1% | +21.3% | -8.2% | +2.1% |
| YTD | +13.5% | +37.7% | -24.2% | -4.6% |
| 1Y | +45.2% | +41.0% | +4.2% | +20.6% |
| 3Y | +111.4% | +63.0% | +48.4% | +60.4% |
| 5Y | -0.9% | +44.1% | -45.1% | -22.3% |
| 10Y | +23.7% | +224.3% | -200.6% | -35.1% |
| All | +23.7% | +230.1% | -206.4% | -35.1% |
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