+35.3%
MAS vs ALK
-25.3%
+60.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.2% |
| 3M | +4.4% | -1.5% | +6.0% | +4.8% |
| 6M | +7.2% | -13.1% | +20.3% | +10.8% |
| YTD | +16.1% | -16.4% | +32.5% | +20.5% |
| 1Y | +0.1% | -33.1% | +33.2% | +10.9% |
| 3Y | +28.3% | +0.6% | +27.7% | +17.0% |
| All | +35.3% | -25.3% | +60.5% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling