+140.2%
MAS vs ALK
-34.2%
+174.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.2% | +1.3% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | -5.6% | -19.2% | +13.7% | +0.5% |
| 3M | +4.4% | -1.5% | +6.0% | +4.7% |
| 6M | +7.2% | -13.1% | +20.3% | +10.5% |
| YTD | +16.1% | -16.4% | +32.5% | +20.3% |
| 1Y | +0.1% | -33.1% | +33.2% | +9.9% |
| 3Y | +28.3% | +0.6% | +27.7% | +20.1% |
| 5Y | +30.5% | -26.4% | +56.9% | +29.8% |
| All | +140.2% | -34.2% | +174.3% | +104.6% |
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