+238.3%
MAS vs ALK
-38.7%
+277.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.8% | -3.1% | +3.0% |
| 7D | +14.2% | +12.4% | +1.7% | +10.2% |
| 30D | +26.8% | +2.1% | +24.8% | +25.8% |
| 3M | +13.1% | -23.9% | +37.0% | +22.2% |
| 6M | +27.9% | +8.2% | +19.7% | +24.3% |
| YTD | +38.7% | -20.5% | +59.1% | +45.4% |
| 1Y | +40.4% | -1.0% | +41.4% | +37.8% |
| 3Y | +66.1% | +19.2% | +46.9% | +47.9% |
| 5Y | +47.4% | -28.2% | +75.6% | +48.0% |
| 10Y | +238.3% | -39.2% | +277.5% | +216.6% |
| All | +238.3% | -38.7% | +277.0% | +216.6% |
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 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