+241.4%
UAL vs MOH
+877.9%
-636.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.2% |
| 7D | +3.5% | -3.3% | +6.8% | +4.4% |
| 30D | -16.5% | -0.1% | -16.4% | -16.6% |
| 3M | +2.8% | -1.1% | +3.8% | +2.5% |
| 6M | +17.6% | +35.9% | -18.3% | +6.5% |
| YTD | -3.2% | +13.1% | -16.3% | -10.3% |
| 1Y | +0.4% | +11.8% | -11.4% | -7.7% |
| 3Y | +128.2% | -38.7% | +166.9% | +131.7% |
| 5Y | +137.7% | -25.1% | +162.8% | +122.2% |
| 10Y | +99.1% | +243.8% | -144.7% | -4.9% |
| All | +241.4% | +877.9% | -636.5% | -28.2% |
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