+114.0%
MS vs ALK
-33.9%
+147.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.7% | -4.8% |
| 7D | -3.4% | +7.1% | -10.4% | -5.7% |
| 30D | -3.9% | -3.0% | -0.9% | -3.2% |
| 3M | -15.9% | -25.6% | +9.7% | -7.6% |
| 6M | -2.5% | +0.5% | -3.0% | -5.0% |
| YTD | +5.1% | -23.1% | +28.2% | +11.2% |
| 1Y | +13.0% | -7.5% | +20.5% | +11.2% |
| 3Y | +160.7% | +15.3% | +145.4% | +115.9% |
| 5Y | +114.0% | -34.8% | +148.8% | +123.0% |
| All | +114.0% | -33.9% | +147.9% | +123.0% |
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