+15,692.2%
MA vs ALK
+347.7%
+15,344.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.8% | -1.6% |
| 7D | +3.2% | +7.1% | -3.9% | +1.3% |
| 30D | +15.9% | -3.0% | +18.9% | +16.6% |
| 3M | +15.2% | -25.6% | +40.8% | +23.7% |
| 6M | +32.4% | +0.5% | +31.9% | +29.7% |
| YTD | +15.6% | -23.1% | +38.7% | +19.7% |
| 1Y | +19.3% | -7.5% | +26.9% | +17.1% |
| 3Y | +73.0% | +15.3% | +57.7% | +51.5% |
| 5Y | +93.7% | -34.8% | +128.5% | +95.5% |
| 10Y | +575.0% | -41.2% | +616.1% | +531.9% |
| All | +15,692.2% | +347.7% | +15,344.5% | +7,205.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling