+3,874.2%
MSI vs ALK
+839.9%
+3,034.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | +6.8% | -19.2% | +26.1% | +12.5% |
| 3M | +14.3% | -1.5% | +15.8% | +13.5% |
| 6M | -1.6% | -13.1% | +11.5% | -0.4% |
| YTD | +22.8% | -16.4% | +39.2% | +24.7% |
| 1Y | -1.1% | -33.1% | +32.0% | +5.6% |
| 3Y | +70.5% | +0.6% | +69.8% | +54.8% |
| 5Y | +102.8% | -26.4% | +129.2% | +94.7% |
| 10Y | +597.4% | -34.2% | +631.6% | +516.4% |
| All | +3,874.2% | +839.9% | +3,034.3% | +1,000.5% |
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 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