+4,280.0%
MSI vs ALK
+770.6%
+3,509.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +4.7% | +9.0% | -4.4% | +2.1% |
| 30D | +14.8% | -1.6% | +16.4% | +14.7% |
| 3M | +8.8% | -23.2% | +32.0% | +15.4% |
| 6M | +19.3% | -3.9% | +23.2% | +18.1% |
| YTD | +35.3% | -22.6% | +57.9% | +39.3% |
| 1Y | +33.8% | -5.3% | +39.1% | +30.1% |
| 3Y | +74.4% | +18.6% | +55.9% | +50.6% |
| 5Y | +120.5% | -34.4% | +154.9% | +117.8% |
| 10Y | +685.2% | -40.8% | +726.0% | +610.6% |
| All | +4,280.0% | +770.6% | +3,509.4% | +1,129.4% |
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