+35.6%
MSI vs ALK
-4.9%
+40.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | +2.2% |
| 7D | +8.3% | +8.9% | -0.6% | +7.8% |
| 30D | +18.9% | +5.9% | +12.9% | +18.4% |
| 3M | +13.2% | -16.5% | +29.7% | +14.2% |
| 6M | +38.3% | +2.1% | +36.2% | +37.4% |
| YTD | +38.9% | -17.1% | +56.0% | +36.6% |
| All | +35.6% | -4.9% | +40.5% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling