+415.5%
DAL vs MOH
+852.3%
-436.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | +2.3% | -7.6% | +9.9% | +4.3% |
| 30D | +14.3% | +2.4% | +11.9% | +13.5% |
| 3M | +1.3% | +7.6% | -6.3% | -1.0% |
| 6M | +29.3% | +13.0% | +16.3% | +23.9% |
| YTD | +33.0% | +20.6% | +12.4% | +21.4% |
| 1Y | +59.8% | +45.8% | +14.1% | +38.4% |
| 3Y | +177.2% | -41.6% | +218.8% | +188.3% |
| 5Y | +118.4% | -33.1% | +151.4% | +114.2% |
| 10Y | +121.4% | +340.2% | -218.8% | +4.7% |
| All | +415.5% | +852.3% | -436.8% | +14.0% |
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