+920.4%
MSFT vs ALK
-37.5%
+957.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.3% | +1.5% |
| 7D | +7.5% | +8.9% | -1.4% | +5.8% |
| 30D | +1.9% | +5.9% | -4.1% | +0.6% |
| 3M | +9.2% | -16.5% | +25.8% | +12.4% |
| 6M | +31.9% | +2.1% | +29.8% | +29.9% |
| YTD | +13.4% | -17.1% | +30.5% | +14.9% |
| 1Y | +10.6% | -2.9% | +13.5% | +8.4% |
| 3Y | +54.7% | +24.5% | +30.2% | +37.8% |
| 5Y | +69.1% | -29.1% | +98.2% | +66.4% |
| 10Y | +920.4% | -39.1% | +959.5% | +927.1% |
| All | +920.4% | -37.5% | +957.8% | +927.1% |
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