+106.2%
UAL vs MOH
+264.4%
-158.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.2% | +2.9% |
| 7D | -1.4% | +1.7% | -3.1% | -1.6% |
| 30D | -12.2% | -0.9% | -11.3% | -12.1% |
| 3M | -2.5% | +5.7% | -8.2% | -3.4% |
| 6M | +21.1% | +39.1% | -18.0% | +15.0% |
| YTD | -1.8% | +17.7% | -19.5% | -5.7% |
| 1Y | +0.4% | +8.4% | -8.0% | -2.9% |
| 3Y | +130.3% | -36.6% | +166.8% | +133.5% |
| 5Y | +147.7% | -19.1% | +166.8% | +135.5% |
| All | +106.2% | +264.4% | -158.1% | +33.3% |
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