+319.6%
MOH vs ALK
-45.9%
+365.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | +0.2% | -1.2% | +1.4% | +0.3% |
| 30D | +0.1% | +7.7% | -7.6% | -0.8% |
| 3M | +1.8% | -19.0% | +20.8% | +4.1% |
| 6M | +9.1% | -0.2% | +9.3% | +8.1% |
| YTD | +20.7% | -23.5% | +44.2% | +21.8% |
| 1Y | +51.3% | -9.1% | +60.4% | +48.5% |
| 3Y | -42.0% | +12.0% | -54.0% | -46.8% |
| 5Y | -33.1% | -30.9% | -2.3% | -34.6% |
| All | +319.6% | -45.9% | +365.5% | +302.9% |
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