+247.4%
A vs MOH
+264.4%
-17.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.3% |
| 7D | -2.6% | +1.7% | -4.3% | -2.9% |
| 30D | -0.9% | -0.9% | 0.0% | -0.8% |
| 3M | +13.6% | +5.7% | +7.9% | +11.9% |
| 6M | +27.8% | +39.1% | -11.3% | +18.6% |
| YTD | +8.6% | +17.7% | -9.1% | +2.7% |
| 1Y | +16.9% | +8.4% | +8.5% | +11.5% |
| 3Y | +32.9% | -36.6% | +69.5% | +36.5% |
| 5Y | -14.1% | -19.1% | +5.0% | -17.7% |
| All | +247.4% | +264.4% | -17.0% | +148.5% |
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