+663.4%
MSI vs ALK
-45.9%
+709.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.4% |
| 7D | +3.2% | -1.2% | +4.4% | +3.4% |
| 30D | +17.6% | +7.7% | +9.9% | +15.6% |
| 3M | +14.5% | -19.0% | +33.5% | +18.4% |
| 6M | +34.3% | -0.2% | +34.5% | +32.3% |
| YTD | +39.7% | -23.5% | +63.2% | +43.2% |
| 1Y | +40.2% | -9.1% | +49.3% | +38.3% |
| 3Y | +77.1% | +12.0% | +65.1% | +58.6% |
| 5Y | +124.0% | -30.9% | +154.9% | +119.6% |
| All | +663.4% | -45.9% | +709.3% | +602.2% |
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