-32.6%
MOD vs ALK
-1.1%
-31.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +8.8% | -30.2% | -24.8% |
| 7D | -31.3% | +12.4% | -43.8% | -35.6% |
| 30D | -46.1% | +2.1% | -48.2% | -46.9% |
| 3M | -51.1% | -23.9% | -27.3% | -44.4% |
| 6M | -62.1% | +8.2% | -70.3% | -64.8% |
| YTD | -26.2% | -20.5% | -5.7% | -22.4% |
| 1Y | -32.6% | -1.0% | -31.5% | -36.3% |
| All | -32.6% | -1.1% | -31.5% | -36.3% |
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