+2,417.1%
MSCI vs ALK
+664.8%
+1,752.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +0.6% | -19.2% | +19.8% | +5.5% |
| 3M | -7.1% | -1.5% | -5.6% | -7.8% |
| 6M | +0.8% | -13.1% | +13.9% | +1.8% |
| YTD | +1.0% | -16.4% | +17.4% | +2.3% |
| 1Y | +4.3% | -33.1% | +37.4% | +10.8% |
| 3Y | +9.9% | +0.6% | +9.3% | +1.1% |
| 5Y | -6.8% | -26.4% | +19.6% | -8.9% |
| 10Y | +614.7% | -34.2% | +648.8% | +538.8% |
| All | +2,417.1% | +664.8% | +1,752.3% | +1,010.0% |
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 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