+1,530.3%
MOD vs ALK
-25.3%
+1,555.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.5% |
| 7D | +9.6% | -0.7% | +10.2% | +9.9% |
| 30D | 0.0% | -19.2% | +19.3% | +10.8% |
| 3M | -35.4% | -1.5% | -33.9% | -35.7% |
| 6M | -7.3% | -13.1% | +5.8% | -3.3% |
| YTD | +45.8% | -16.4% | +62.2% | +54.1% |
| 1Y | +43.1% | -33.1% | +76.2% | +67.9% |
| 3Y | +297.7% | +0.6% | +297.0% | +252.5% |
| All | +1,530.3% | -25.3% | +1,555.6% | +1,558.7% |
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 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