+8.4%
MOH vs ALK
-34.8%
+43.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +2.1% |
| 7D | +1.7% | -2.1% | +3.8% | +1.6% |
| 30D | -0.9% | -13.1% | +12.2% | -1.7% |
| 3M | +5.7% | -11.8% | +17.5% | +5.2% |
| 6M | +39.1% | -0.4% | +39.5% | +39.0% |
| YTD | +17.7% | -18.2% | +35.9% | +10.9% |
| 1Y | +8.4% | -35.5% | +43.9% | -0.9% |
| All | +8.4% | -34.8% | +43.2% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling