+906.4%
MOD vs ALK
-41.7%
+948.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.4% |
| 7D | -25.5% | +9.0% | -34.6% | -29.9% |
| 30D | -49.0% | -1.6% | -47.4% | -49.6% |
| 3M | -49.8% | -23.2% | -26.6% | -44.1% |
| 6M | -64.8% | -3.9% | -60.9% | -65.4% |
| YTD | -27.6% | -22.6% | -5.1% | -22.0% |
| 1Y | -35.2% | -5.3% | -29.9% | -36.8% |
| 3Y | +137.1% | +18.6% | +118.6% | +91.1% |
| 5Y | +760.3% | -34.4% | +794.7% | +820.5% |
| All | +906.4% | -41.7% | +948.1% | +932.7% |
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