+63.3%
MSFT vs ALK
-28.7%
+92.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -2.0% |
| 7D | -6.2% | +2.6% | -8.8% | -6.7% |
| 30D | -3.7% | +7.8% | -11.5% | -5.2% |
| 3M | +3.6% | -15.2% | +18.9% | +6.4% |
| 6M | +26.8% | +5.0% | +21.8% | +24.3% |
| YTD | +8.4% | -18.4% | +26.9% | +10.4% |
| 1Y | +3.3% | -2.4% | +5.7% | +0.9% |
| 3Y | +44.3% | +19.8% | +24.5% | +23.9% |
| 5Y | +63.3% | -27.8% | +91.1% | +59.3% |
| All | +63.3% | -28.7% | +92.0% | +59.3% |
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 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