+13.5%
MS vs ALK
-6.6%
+20.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.7% |
| 7D | -1.6% | +9.0% | -10.6% | -3.8% |
| 30D | -3.8% | -1.6% | -2.1% | -3.5% |
| 3M | -14.6% | -23.2% | +8.6% | -8.9% |
| 6M | -5.1% | -3.9% | -1.2% | -6.2% |
| YTD | +4.5% | -22.6% | +27.1% | +9.9% |
| 1Y | +13.5% | -5.3% | +18.9% | +11.7% |
| All | +13.5% | -6.6% | +20.2% | +11.7% |
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