-40.8%
AAL vs MOS
-32.4%
-8.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +4.6% | +21.6% | -17.0% | +0.2% |
| 30D | +2.6% | +12.0% | -9.4% | -0.2% |
| 3M | -17.8% | -3.9% | -13.9% | -17.7% |
| 6M | +1.9% | -3.3% | +5.2% | +1.4% |
| YTD | -14.0% | -4.6% | -9.4% | -15.3% |
| 1Y | +0.2% | -7.0% | +7.2% | -1.1% |
| 3Y | +13.0% | -24.4% | +37.5% | +12.9% |
| All | -40.8% | -32.4% | -8.4% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling