+111.4%
LUV vs MAS
+60.2%
+51.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.5% | -0.3% | +1.6% |
| 7D | +5.3% | +3.3% | +2.0% | +3.5% |
| 30D | +11.1% | +25.5% | -14.3% | -1.9% |
| 3M | -1.1% | +11.8% | -12.9% | -7.1% |
| 6M | +13.1% | +21.3% | -8.2% | +1.1% |
| YTD | +13.5% | +37.7% | -24.2% | -6.2% |
| 1Y | +45.2% | +41.0% | +4.2% | +18.3% |
| 3Y | +111.4% | +63.0% | +48.4% | +46.7% |
| All | +111.4% | +60.2% | +51.2% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling