+8.7%
AIG vs MOH
+43.5%
-34.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.4% | -0.9% |
| 7D | -0.6% | +8.9% | -9.5% | -0.7% |
| 30D | +7.7% | +11.0% | -3.3% | +7.8% |
| 3M | +1.7% | +11.0% | -9.3% | +1.8% |
| 6M | +4.5% | +12.7% | -8.2% | +4.9% |
| YTD | -3.6% | +24.8% | -28.4% | -3.9% |
| 1Y | +8.7% | +44.7% | -36.0% | +6.9% |
| All | +8.7% | +43.5% | -34.8% | +6.9% |
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