+671.3%
MSI vs ALK
-41.4%
+712.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +7.7% | +2.6% | +5.1% | +7.1% |
| 30D | +19.9% | +7.8% | +12.1% | +17.9% |
| 3M | +14.9% | -15.2% | +30.2% | +17.9% |
| 6M | +37.2% | +5.0% | +32.2% | +34.0% |
| YTD | +40.8% | -18.4% | +59.2% | +42.6% |
| 1Y | +38.1% | -2.4% | +40.5% | +34.5% |
| 3Y | +77.7% | +19.8% | +57.9% | +57.2% |
| 5Y | +129.0% | -27.8% | +156.8% | +122.9% |
| 10Y | +671.3% | -42.0% | +713.2% | +598.5% |
| All | +671.3% | -41.4% | +712.7% | +598.5% |
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