-9.6%
MOS vs ALK
-25.3%
+15.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | +9.5% | -0.7% | +10.2% | +9.7% |
| 30D | +10.4% | -19.2% | +29.7% | +15.3% |
| 3M | +12.9% | -1.5% | +14.4% | +12.5% |
| 6M | +1.2% | -13.1% | +14.3% | +2.6% |
| YTD | +9.3% | -16.4% | +25.7% | +11.1% |
| 1Y | -18.0% | -33.1% | +15.1% | -12.6% |
| 3Y | -29.0% | +0.6% | -29.6% | -37.2% |
| All | -9.6% | -25.3% | +15.7% | -15.1% |
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