-68.6%
AAL vs MOS
-3.5%
-65.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -0.1% | -2.0% | +1.9% | +0.8% |
| 30D | +11.7% | +15.3% | -3.6% | +5.1% |
| 3M | -12.5% | +1.5% | -14.0% | -14.1% |
| 6M | +3.6% | -2.0% | +5.6% | +2.2% |
| YTD | -14.1% | -6.5% | -7.6% | -15.8% |
| 1Y | +0.8% | -11.1% | +11.8% | +0.1% |
| 3Y | +11.8% | -30.3% | +42.0% | +16.2% |
| 5Y | -35.1% | -33.5% | -1.6% | -39.3% |
| All | -68.6% | -3.5% | -65.1% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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