+785.4%
MSCI vs ALK
-41.7%
+827.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | +2.8% | +9.0% | -6.2% | +1.0% |
| 30D | +15.4% | -1.6% | +17.1% | +15.6% |
| 3M | +13.4% | -23.2% | +36.6% | +19.0% |
| 6M | +10.9% | -3.9% | +14.8% | +10.1% |
| YTD | +13.0% | -22.6% | +35.6% | +15.8% |
| 1Y | +12.0% | -5.3% | +17.4% | +9.4% |
| 3Y | +34.1% | +18.6% | +15.5% | +19.0% |
| 5Y | +3.9% | -34.4% | +38.3% | +3.6% |
| All | +785.4% | -41.7% | +827.1% | +773.3% |
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