+124.6%
UAL vs MOH
-39.4%
+164.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.1% |
| 7D | -1.1% | -4.2% | +3.1% | -1.3% |
| 30D | -13.4% | -2.4% | -11.1% | -13.5% |
| 3M | -2.3% | -4.4% | +2.1% | -2.4% |
| 6M | +13.3% | +32.9% | -19.6% | +14.9% |
| YTD | -4.2% | +11.9% | -16.1% | -3.1% |
| 1Y | +1.4% | +6.9% | -5.5% | +2.5% |
| All | +124.6% | -39.4% | +164.0% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling