+569.6%
MA vs ALK
-41.4%
+611.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -1.8% | +2.6% | -4.4% | -2.5% |
| 30D | +11.0% | +7.8% | +3.2% | +8.5% |
| 3M | +17.9% | -15.2% | +33.1% | +22.5% |
| 6M | +33.2% | +5.0% | +28.1% | +28.8% |
| YTD | +16.5% | -18.4% | +34.9% | +18.8% |
| 1Y | +19.1% | -2.4% | +21.5% | +14.9% |
| 3Y | +70.6% | +19.8% | +50.8% | +44.3% |
| 5Y | +92.1% | -27.8% | +119.9% | +87.5% |
| 10Y | +569.6% | -42.0% | +611.5% | +510.4% |
| All | +569.6% | -41.4% | +611.0% | +510.4% |
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