+53.0%
AVAV vs MOH
-26.3%
+79.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.3% |
| 7D | -3.2% | -4.2% | +1.0% | -3.0% |
| 30D | -25.6% | -2.4% | -23.2% | -25.5% |
| 3M | -20.2% | -4.4% | -15.8% | -20.3% |
| 6M | -38.1% | +32.9% | -71.0% | -39.7% |
| YTD | -41.8% | +11.9% | -53.7% | -43.0% |
| 1Y | -39.0% | +6.9% | -46.0% | -40.3% |
| 3Y | +24.1% | -39.4% | +63.5% | +26.3% |
| 5Y | +53.0% | -25.0% | +78.0% | +60.1% |
| All | +53.0% | -26.3% | +79.4% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling