-24.5%
MOS vs ALK
+15.2%
-39.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.2% | +6.5% | +3.8% |
| 7D | +22.5% | +7.1% | +15.4% | +21.3% |
| 30D | +6.6% | -3.0% | +9.6% | +7.0% |
| 3M | -3.8% | -25.6% | +21.8% | 0.0% |
| 6M | -2.2% | +0.5% | -2.7% | -2.8% |
| YTD | -4.8% | -23.1% | +18.3% | -3.0% |
| 1Y | -11.7% | -7.5% | -4.2% | -12.8% |
| All | -24.5% | +15.2% | -39.8% | -35.7% |
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