+19.4%
MA vs ALK
-4.9%
+24.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -0.3% |
| 7D | -0.3% | +8.9% | -9.3% | -1.3% |
| 30D | +11.3% | +5.9% | +5.4% | +10.3% |
| 3M | +16.7% | -16.5% | +33.2% | +17.9% |
| 6M | +32.8% | +2.1% | +30.7% | +31.4% |
| YTD | +15.6% | -17.1% | +32.7% | +16.7% |
| All | +19.4% | -4.9% | +24.3% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling