+6.3%
MSCI vs ALK
-33.9%
+40.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.0% |
| 7D | +6.0% | +7.1% | -1.0% | +4.4% |
| 30D | +18.2% | -3.0% | +21.2% | +18.7% |
| 3M | +15.1% | -25.6% | +40.8% | +22.2% |
| 6M | +13.7% | +0.5% | +13.2% | +11.4% |
| YTD | +15.6% | -23.1% | +38.7% | +18.9% |
| 1Y | +16.3% | -7.5% | +23.9% | +13.1% |
| 3Y | +36.9% | +15.3% | +21.6% | +11.9% |
| 5Y | +6.3% | -34.8% | +41.1% | +5.8% |
| All | +6.3% | -33.9% | +40.2% | +5.8% |
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 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