+8.1%
LUV vs MAS
+15.5%
-7.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +1.3% |
| 7D | +4.8% | +2.0% | +2.8% | +3.6% |
| 30D | +6.5% | +19.4% | -12.8% | -4.9% |
| 3M | -4.9% | +9.4% | -14.3% | -10.1% |
| 6M | +8.1% | +15.3% | -7.2% | -5.4% |
| All | +8.1% | +15.5% | -7.4% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling