-39.7%
MOH vs ALK
+1.1%
-40.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -4.2% | -3.0% | -1.2% | -4.1% |
| 30D | -2.4% | -14.6% | +12.2% | -2.1% |
| 3M | -4.4% | -10.6% | +6.2% | -4.2% |
| 6M | +32.9% | -6.7% | +39.6% | +32.8% |
| YTD | +11.9% | -19.8% | +31.6% | +11.2% |
| 1Y | +6.9% | -35.2% | +42.1% | +7.3% |
| All | -39.7% | +1.1% | -40.8% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling