+254.9%
MOH vs ALK
-37.3%
+292.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.2% |
| 7D | -1.3% | -3.1% | +1.8% | -0.9% |
| 30D | +3.0% | -17.1% | +20.1% | +5.2% |
| 3M | +1.2% | -3.8% | +5.0% | +1.2% |
| 6M | +41.7% | -5.3% | +47.0% | +41.0% |
| YTD | +15.4% | -20.3% | +35.7% | +16.2% |
| 1Y | +11.8% | -36.0% | +47.8% | +16.0% |
| 3Y | -37.5% | +0.8% | -38.3% | -41.5% |
| 5Y | -20.6% | -28.5% | +7.8% | -22.7% |
| All | +254.9% | -37.3% | +292.2% | +211.4% |
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