-64.8%
AAL vs MOH
+264.4%
-329.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.7% | +1.0% |
| 7D | -0.9% | +1.7% | -2.6% | -1.2% |
| 30D | -12.9% | -0.9% | -12.0% | -12.8% |
| 3M | -11.2% | +5.7% | -16.9% | -12.0% |
| 6M | +17.8% | +39.1% | -21.3% | +11.8% |
| YTD | -15.1% | +17.7% | -32.8% | -18.5% |
| 1Y | +0.5% | +8.4% | -7.9% | -2.9% |
| 3Y | -7.7% | -36.6% | +28.9% | -6.2% |
| 5Y | -31.3% | -19.1% | -12.3% | -34.2% |
| All | -64.8% | +264.4% | -329.2% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling