+3.8%
MSCI vs ALK
-34.8%
+38.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | +2.8% | +9.0% | -6.2% | +0.9% |
| 30D | +15.4% | -1.6% | +17.1% | +15.6% |
| 3M | +13.4% | -23.2% | +36.6% | +19.5% |
| 6M | +10.9% | -3.9% | +14.8% | +9.8% |
| YTD | +13.0% | -22.6% | +35.6% | +16.1% |
| 1Y | +12.0% | -5.3% | +17.4% | +8.3% |
| 3Y | +34.1% | +18.6% | +15.5% | +8.4% |
| All | +3.8% | -34.8% | +38.6% | +3.0% |
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