+197.1%
ABT vs MOH
+264.4%
-67.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.3% | -1.7% |
| 7D | -5.9% | +1.7% | -7.6% | -6.2% |
| 30D | -8.1% | -0.9% | -7.2% | -8.0% |
| 3M | +14.5% | +5.7% | +8.8% | +12.8% |
| 6M | -6.3% | +39.1% | -45.4% | -12.6% |
| YTD | -17.1% | +17.7% | -34.8% | -21.4% |
| 1Y | -21.4% | +8.4% | -29.7% | -24.8% |
| 3Y | +5.9% | -36.6% | +42.5% | +8.7% |
| 5Y | -12.8% | -19.1% | +6.3% | -16.8% |
| All | +197.1% | +264.4% | -67.2% | +111.2% |
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 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