-5.7%
LUV vs MAS
+39.2%
-44.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +1.0% |
| 7D | +4.8% | +2.0% | +2.8% | +3.8% |
| 30D | +6.5% | +19.4% | -12.8% | -2.7% |
| 3M | -4.9% | +9.4% | -14.3% | -9.2% |
| 6M | +8.1% | +15.3% | -7.2% | 0.0% |
| YTD | +9.0% | +31.3% | -22.3% | -6.4% |
| 1Y | +43.6% | +34.9% | +8.7% | +21.6% |
| 3Y | +101.4% | +58.6% | +42.8% | +54.6% |
| All | -5.7% | +39.2% | -44.9% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling