+141,733.1%
MSFT vs ALK
+770.6%
+140,962.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +1.7% | +9.0% | -7.4% | -0.2% |
| 30D | +0.2% | -1.6% | +1.8% | +0.2% |
| 3M | +6.4% | -23.2% | +29.5% | +11.7% |
| 6M | +28.7% | -3.9% | +32.6% | +28.0% |
| 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% | +36.8% |
| 5Y | +64.5% | -34.4% | +98.9% | +64.9% |
| 10Y | +917.8% | -40.8% | +958.6% | +851.1% |
| All | +141,733.1% | +770.6% | +140,962.5% | +51,902.4% |
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