+17.5%
LUV vs MSI
+605.3%
-587.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | -12.4% | -0.8% | -11.6% | -12.2% |
| 3M | -11.0% | +13.9% | -24.9% | -16.5% |
| 6M | -5.0% | +1.3% | -6.3% | -6.5% |
| YTD | -3.8% | +22.3% | -26.1% | -13.4% |
| 1Y | +25.9% | -3.9% | +29.8% | +26.2% |
| 3Y | +42.2% | +69.9% | -27.6% | +6.7% |
| 5Y | -10.8% | +103.8% | -114.6% | -40.3% |
| All | +17.5% | +605.3% | -587.8% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling