+847.5%
MSCI vs ALK
-45.9%
+893.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +3.0% | -1.2% | +4.2% | +3.2% |
| 30D | +17.8% | +7.7% | +10.1% | +15.9% |
| 3M | +15.2% | -19.0% | +34.2% | +19.6% |
| 6M | +16.5% | -0.2% | +16.7% | +14.7% |
| YTD | +16.4% | -23.5% | +39.9% | +19.5% |
| 1Y | +16.8% | -9.1% | +25.9% | +15.0% |
| 3Y | +35.8% | +12.0% | +23.7% | +21.9% |
| 5Y | +7.0% | -30.9% | +37.8% | +5.6% |
| All | +847.5% | -45.9% | +893.4% | +776.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling