+118.0%
MOS vs ALK
+765.2%
-647.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.2% | +6.5% | +4.1% |
| 7D | +22.5% | +7.1% | +15.4% | +20.7% |
| 30D | +6.6% | -3.0% | +9.6% | +7.4% |
| 3M | -3.8% | -25.6% | +21.8% | +2.9% |
| 6M | -2.2% | +0.5% | -2.7% | -3.4% |
| YTD | -4.8% | -23.1% | +18.3% | -1.2% |
| 1Y | -11.7% | -7.5% | -4.2% | -12.8% |
| 3Y | -26.5% | +15.3% | -41.8% | -34.6% |
| 5Y | -32.2% | -34.8% | +2.6% | -31.7% |
| 10Y | +10.2% | -41.2% | +51.3% | +9.1% |
| All | +118.0% | +765.2% | -647.2% | +3.8% |
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