+64.1%
MSFT vs ALK
-34.8%
+98.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +1.7% | +9.0% | -7.4% | 0.0% |
| 30D | +0.2% | -1.6% | +1.8% | +0.3% |
| 3M | +6.4% | -23.2% | +29.5% | +11.1% |
| 6M | +28.7% | -3.9% | +32.6% | +28.2% |
| YTD | +10.4% | -22.6% | +33.0% | +13.5% |
| 1Y | +7.6% | -5.3% | +12.9% | +5.6% |
| 3Y | +52.3% | +18.6% | +33.7% | +30.2% |
| All | +64.1% | -34.8% | +98.8% | +62.3% |
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