-65.4%
AAL vs MOS
+6.2%
-71.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +6.7% |
| 7D | +8.3% | +19.7% | -11.4% | +0.6% |
| 30D | +11.0% | +21.5% | -10.5% | +2.3% |
| 3M | -11.2% | -0.4% | -10.7% | -12.2% |
| 6M | +6.1% | +4.5% | +1.5% | +2.0% |
| YTD | -7.6% | -2.9% | -4.7% | -10.9% |
| 1Y | +3.7% | -7.7% | +11.5% | +1.5% |
| 3Y | +20.5% | -25.6% | +46.2% | +21.9% |
| 5Y | -36.4% | -31.2% | -5.2% | -41.3% |
| 10Y | -65.4% | +2.8% | -68.3% | -78.6% |
| All | -65.4% | +6.2% | -71.6% | -78.6% |
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