+4,437.6%
LUV vs MAS
+1,430.5%
+3,007.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.7% |
| 7D | +0.4% | -0.8% | +1.2% | +0.7% |
| 30D | -18.4% | -5.6% | -12.9% | -16.7% |
| 3M | -3.2% | +4.4% | -7.7% | -4.8% |
| 6M | -14.8% | +7.2% | -22.0% | -17.2% |
| YTD | -2.9% | +16.1% | -19.0% | -8.3% |
| 1Y | +29.6% | +0.1% | +29.5% | +28.7% |
| 3Y | +35.2% | +28.3% | +6.9% | +22.1% |
| 5Y | -11.7% | +30.5% | -42.1% | -22.0% |
| 10Y | +21.6% | +139.1% | -117.6% | -14.5% |
| All | +4,437.6% | +1,430.5% | +3,007.1% | +1,203.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling