+17.6%
AFL vs MOH
+53.5%
-35.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.9% | -7.9% | +0.7% |
| 7D | +2.9% | +14.3% | -11.4% | +2.4% |
| 30D | +11.5% | +16.7% | -5.2% | +10.9% |
| 3M | +0.6% | +18.3% | -17.7% | +0.1% |
| 6M | +11.7% | +15.8% | -4.1% | +11.2% |
| YTD | +15.4% | +30.5% | -15.1% | +14.6% |
| 1Y | +17.6% | +49.3% | -31.7% | +16.7% |
| All | +17.6% | +53.5% | -35.9% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling