-65.5%
AAL vs MOS
+3.2%
-68.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.7% |
| 7D | +10.1% | +24.8% | -14.7% | +0.6% |
| 30D | +10.6% | +22.7% | -12.1% | +1.6% |
| 3M | -5.9% | -1.2% | -4.7% | -6.7% |
| 6M | +5.7% | +5.5% | +0.1% | +1.3% |
| YTD | -8.0% | -2.0% | -6.0% | -11.5% |
| 1Y | +6.0% | -7.9% | +14.0% | +3.9% |
| 3Y | +19.6% | -25.0% | +44.6% | +20.5% |
| 5Y | -34.6% | -27.7% | -6.8% | -41.1% |
| 10Y | -65.5% | -1.6% | -63.9% | -78.9% |
| All | -65.5% | +3.2% | -68.7% | -78.9% |
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