-28.9%
AAL vs MOS
+98.4%
-127.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.3% | -8.4% | -6.2% |
| 7D | +1.2% | +22.5% | -21.3% | -5.8% |
| 30D | -0.5% | +6.6% | -7.2% | -3.2% |
| 3M | -22.0% | -3.8% | -18.2% | -21.9% |
| 6M | +4.5% | -2.2% | +6.7% | +3.4% |
| YTD | -15.7% | -4.8% | -10.9% | -17.4% |
| 1Y | -3.7% | -11.7% | +8.1% | -3.7% |
| 3Y | +7.9% | -26.5% | +34.4% | +10.1% |
| 5Y | -40.7% | -32.2% | -8.5% | -42.0% |
| 10Y | -66.3% | +10.2% | -76.5% | -74.7% |
| All | -28.9% | +98.4% | -127.4% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling