+5,626.0%
MS vs ALK
+1,020.8%
+4,605.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.8% | -4.5% | +0.7% |
| 7D | +2.6% | +12.4% | -9.8% | -2.3% |
| 30D | +2.6% | +2.1% | +0.5% | +1.3% |
| 3M | -10.1% | -23.9% | +13.8% | -0.6% |
| 6M | +4.4% | +8.2% | -3.9% | -1.7% |
| YTD | +11.7% | -20.5% | +32.2% | +17.2% |
| 1Y | +20.9% | -1.0% | +22.0% | +15.5% |
| 3Y | +177.1% | +19.2% | +158.0% | +129.3% |
| 5Y | +127.7% | -28.2% | +156.0% | +126.0% |
| 10Y | +684.1% | -39.2% | +723.2% | +638.2% |
| All | +5,626.0% | +1,020.8% | +4,605.2% | +1,309.1% |
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