+554.8%
MA vs ALK
-37.5%
+592.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -1.4% |
| 7D | -0.3% | +8.9% | -9.3% | -2.7% |
| 30D | +11.3% | +5.9% | +5.4% | +9.3% |
| 3M | +16.7% | -16.5% | +33.2% | +21.6% |
| 6M | +32.8% | +2.1% | +30.7% | +29.4% |
| YTD | +15.6% | -17.1% | +32.7% | +17.4% |
| 1Y | +19.6% | -2.9% | +22.4% | +15.5% |
| 3Y | +72.1% | +24.5% | +47.6% | +44.0% |
| 5Y | +96.0% | -29.1% | +125.2% | +92.5% |
| 10Y | +554.8% | -39.1% | +593.9% | +517.6% |
| All | +554.8% | -37.5% | +592.2% | +517.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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