+1,406.0%
MOH vs ALK
+764.1%
+641.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.3% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +2.9% | -19.2% | +22.1% | +6.8% |
| 3M | +4.1% | -1.5% | +5.7% | +3.6% |
| 6M | +33.8% | -13.1% | +46.9% | +34.9% |
| YTD | +15.7% | -16.4% | +32.1% | +16.0% |
| 1Y | +17.5% | -33.1% | +50.6% | +22.7% |
| 3Y | -35.3% | +0.6% | -35.9% | -40.4% |
| 5Y | -26.9% | -26.4% | -0.5% | -29.7% |
| 10Y | +262.9% | -34.2% | +297.1% | +225.0% |
| All | +1,406.0% | +764.1% | +641.9% | +602.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling