+5,046.9%
LUV vs MSI
+4,605.3%
+441.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +1.1% | +3.2% | -2.1% | +0.2% |
| 30D | +14.2% | +17.6% | -3.4% | +9.3% |
| 3M | +0.6% | +14.5% | -13.9% | -3.2% |
| 6M | +15.1% | +34.3% | -19.2% | +5.7% |
| YTD | +10.2% | +39.7% | -29.5% | -0.4% |
| 1Y | +38.4% | +40.2% | -1.7% | +25.0% |
| 3Y | +107.5% | +77.1% | +30.3% | +74.5% |
| 5Y | +1.1% | +124.0% | -123.0% | -20.9% |
| 10Y | +16.0% | +665.5% | -649.4% | -34.7% |
| All | +5,046.9% | +4,605.3% | +441.6% | +1,012.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling