+34.7%
MAS vs ALK
-4.4%
+39.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -2.2% |
| 7D | +4.6% | +7.1% | -2.5% | +1.9% |
| 30D | +19.9% | -3.0% | +22.9% | +20.8% |
| 3M | +8.9% | -25.6% | +34.5% | +20.5% |
| 6M | +20.2% | +0.5% | +19.7% | +20.3% |
| YTD | +33.9% | -23.1% | +56.9% | +39.5% |
| 1Y | +34.7% | -7.5% | +42.2% | +32.7% |
| All | +34.7% | -4.4% | +39.1% | +32.7% |
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