+17.5%
LUV vs MOH
+264.4%
-246.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.1% |
| 7D | -1.0% | +1.7% | -2.7% | -1.2% |
| 30D | -12.4% | -0.9% | -11.5% | -12.3% |
| 3M | -11.0% | +5.7% | -16.7% | -11.9% |
| 6M | -5.0% | +39.1% | -44.1% | -10.1% |
| YTD | -3.8% | +17.7% | -21.5% | -7.8% |
| 1Y | +25.9% | +8.4% | +17.5% | +21.9% |
| 3Y | +42.2% | -36.6% | +78.8% | +44.9% |
| 5Y | -10.8% | -19.1% | +8.3% | -13.9% |
| All | +17.5% | +264.4% | -246.9% | -15.8% |
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