+713.8%
MOD vs ALK
-33.9%
+747.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.2% | -4.0% | -5.8% |
| 7D | -34.2% | +7.1% | -41.2% | -37.3% |
| 30D | -51.9% | -3.0% | -48.9% | -52.1% |
| 3M | -53.0% | -25.6% | -27.4% | -46.7% |
| 6M | -66.4% | +0.5% | -66.8% | -67.7% |
| YTD | -31.5% | -23.1% | -8.5% | -25.9% |
| 1Y | -39.6% | -7.5% | -32.0% | -40.3% |
| 3Y | +116.8% | +15.3% | +101.5% | +71.1% |
| 5Y | +713.8% | -34.8% | +748.6% | +768.3% |
| All | +713.8% | -33.9% | +747.7% | +768.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling