-29.8%
MOS vs ALK
-28.7%
-1.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +5.5% | +2.6% | +2.9% | +4.8% |
| 30D | +21.0% | +7.8% | +13.2% | +18.9% |
| 3M | -0.5% | -15.2% | +14.8% | +2.6% |
| 6M | +6.6% | +5.0% | +1.6% | +4.4% |
| YTD | -2.8% | -18.4% | +15.7% | -1.0% |
| 1Y | -8.1% | -2.4% | -5.7% | -10.6% |
| 3Y | -25.6% | +19.8% | -45.4% | -38.5% |
| 5Y | -29.8% | -27.8% | -2.0% | -34.3% |
| All | -29.8% | -28.7% | -1.1% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling