+72.1%
MA vs ALK
+16.0%
+56.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +2.3% | +9.0% | -6.7% | +1.0% |
| 30D | +14.7% | -1.6% | +16.3% | +14.8% |
| 3M | +13.5% | -23.2% | +36.7% | +17.4% |
| 6M | +33.1% | -3.9% | +37.0% | +32.5% |
| YTD | +15.1% | -22.6% | +37.7% | +17.6% |
| 1Y | +18.7% | -5.3% | +24.1% | +16.9% |
| 3Y | +72.1% | +18.6% | +53.5% | +64.6% |
| All | +72.1% | +16.0% | +56.1% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling