+40.2%
LUV vs MSI
+68.0%
-27.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +0.7% | -4.0% | +4.6% | +1.6% |
| 30D | -13.4% | -0.5% | -13.0% | -13.4% |
| 3M | -9.6% | +11.4% | -21.0% | -12.2% |
| 6M | -8.9% | +1.0% | -9.9% | -9.3% |
| YTD | -5.2% | +20.7% | -25.8% | -10.6% |
| 1Y | +27.0% | -2.7% | +29.7% | +28.4% |
| All | +40.2% | +68.0% | -27.8% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling