+4,437.6%
LUV vs MSI
+4,035.2%
+402.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | +0.4% | -3.7% | +4.1% | +1.4% |
| 30D | -18.4% | +6.8% | -25.2% | -20.1% |
| 3M | -3.2% | +14.3% | -17.5% | -7.0% |
| 6M | -14.8% | -1.6% | -13.3% | -15.0% |
| YTD | -2.9% | +22.8% | -25.6% | -8.9% |
| 1Y | +29.6% | -1.1% | +30.7% | +28.7% |
| 3Y | +35.2% | +70.5% | -35.3% | +14.8% |
| 5Y | -11.7% | +102.8% | -114.5% | -29.0% |
| 10Y | +21.6% | +597.4% | -575.8% | -29.7% |
| All | +4,437.6% | +4,035.2% | +402.4% | +916.4% |
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