+181.3%
MS vs ALK
+2.1%
+179.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.2% |
| 7D | +1.4% | -0.7% | +2.0% | +1.6% |
| 30D | -0.3% | -19.2% | +19.0% | +6.0% |
| 3M | +0.3% | -1.5% | +1.8% | -0.5% |
| 6M | +31.3% | -13.1% | +44.4% | +33.9% |
| YTD | +24.7% | -16.4% | +41.1% | +28.3% |
| 1Y | +47.9% | -33.1% | +81.0% | +62.4% |
| All | +181.3% | +2.1% | +179.2% | +142.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling