-88.7%
AIG vs MOH
+1,358.8%
-1,447.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.1% |
| 7D | -1.2% | +1.7% | -2.9% | -1.6% |
| 30D | -1.1% | -0.9% | -0.2% | -0.9% |
| 3M | +0.7% | +5.7% | -5.0% | -1.3% |
| 6M | -2.2% | +39.1% | -41.3% | -11.3% |
| YTD | -10.8% | +17.7% | -28.5% | -17.3% |
| 1Y | -2.0% | +8.4% | -10.4% | -8.1% |
| 3Y | +34.8% | -36.6% | +71.4% | +37.6% |
| 5Y | +55.0% | -19.1% | +74.1% | +45.2% |
| 10Y | +65.1% | +262.8% | -197.8% | -8.4% |
| All | -88.7% | +1,358.8% | -1,447.5% | -96.2% |
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