+1,135.4%
AFL vs MOH
+1,358.8%
-223.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.3% |
| 7D | -1.6% | +1.7% | -3.4% | -2.0% |
| 30D | -4.0% | -0.9% | -3.1% | -3.9% |
| 3M | -0.5% | +5.7% | -6.2% | -2.1% |
| 6M | +6.5% | +39.1% | -32.6% | -1.8% |
| YTD | +6.2% | +17.7% | -11.5% | -0.1% |
| 1Y | +8.3% | +8.4% | -0.1% | +2.8% |
| 3Y | +62.5% | -36.6% | +99.1% | +66.4% |
| 5Y | +136.2% | -19.1% | +155.2% | +125.5% |
| 10Y | +301.4% | +262.8% | +38.6% | +154.5% |
| All | +1,135.4% | +1,358.8% | -223.3% | +393.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling