-7.7%
AAL vs MOH
-36.3%
+28.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.7% | +1.2% |
| 7D | -0.9% | +1.7% | -2.6% | -0.9% |
| 30D | -12.9% | -0.9% | -12.0% | -12.9% |
| 3M | -11.2% | +5.7% | -16.9% | -11.0% |
| 6M | +17.8% | +39.1% | -21.3% | +18.0% |
| YTD | -15.1% | +17.7% | -32.8% | -14.9% |
| 1Y | +0.5% | +8.4% | -7.9% | +0.6% |
| 3Y | -7.7% | -36.6% | +28.9% | -9.2% |
| All | -7.7% | -36.3% | +28.6% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling