+105.0%
DAL vs MOH
+339.9%
-234.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.3% | -5.5% | -5.3% |
| 7D | +1.4% | -3.1% | +4.5% | +1.8% |
| 30D | +9.1% | +0.2% | +8.9% | +9.0% |
| 3M | -3.5% | +1.8% | -5.3% | -3.9% |
| 6M | +23.4% | +9.5% | +13.8% | +21.0% |
| YTD | +26.0% | +20.9% | +5.1% | +19.7% |
| 1Y | +44.6% | +48.8% | -4.2% | +32.2% |
| 3Y | +162.7% | -41.4% | +204.1% | +173.4% |
| 5Y | +113.0% | -33.0% | +146.0% | +112.0% |
| All | +105.0% | +339.9% | -234.9% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling