+553.1%
MA vs ALK
-41.7%
+594.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +2.3% | +9.0% | -6.7% | -0.1% |
| 30D | +14.7% | -1.6% | +16.3% | +14.9% |
| 3M | +13.5% | -23.2% | +36.7% | +21.1% |
| 6M | +33.1% | -3.9% | +37.0% | +32.0% |
| YTD | +15.1% | -22.6% | +37.7% | +19.1% |
| 1Y | +18.7% | -5.3% | +24.1% | +15.4% |
| 3Y | +72.1% | +18.6% | +53.5% | +45.7% |
| 5Y | +92.8% | -34.4% | +127.2% | +93.5% |
| All | +553.1% | -41.7% | +594.8% | +553.4% |
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