-14.8%
LUV vs MAS
+7.5%
-22.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.2% |
| 7D | +0.4% | -0.8% | +1.2% | +0.9% |
| 30D | -18.4% | -5.6% | -12.9% | -15.6% |
| 3M | -3.2% | +4.4% | -7.7% | -6.8% |
| 6M | -14.8% | +7.2% | -22.0% | -17.1% |
| All | -14.8% | +7.5% | -22.4% | -17.1% |
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 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