+6,288.2%
MS vs ALK
+1,077.9%
+5,210.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.4% |
| 7D | +1.4% | -0.7% | +2.0% | +1.6% |
| 30D | -0.3% | -19.2% | +19.0% | +8.4% |
| 3M | +0.3% | -1.5% | +1.8% | -0.7% |
| 6M | +31.3% | -13.1% | +44.4% | +34.5% |
| YTD | +24.7% | -16.4% | +41.1% | +29.0% |
| 1Y | +47.9% | -33.1% | +81.0% | +65.7% |
| 3Y | +178.3% | +0.6% | +177.7% | +148.6% |
| 5Y | +144.9% | -26.4% | +171.3% | +141.4% |
| 10Y | +804.5% | -34.2% | +838.7% | +728.2% |
| All | +6,288.2% | +1,077.9% | +5,210.3% | +1,450.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling