-39.7%
ACI vs MOH
-19.7%
-20.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.3% | +3.1% |
| 7D | -3.7% | +1.7% | -5.5% | -3.9% |
| 30D | +0.6% | -0.9% | +1.5% | +0.7% |
| 3M | -20.3% | +5.7% | -26.0% | -20.4% |
| 6M | -24.7% | +39.1% | -63.8% | -26.3% |
| YTD | -27.2% | +17.7% | -44.9% | -28.2% |
| 1Y | -32.7% | +8.4% | -41.1% | -33.4% |
| 3Y | -43.9% | -36.6% | -7.3% | -43.1% |
| All | -39.7% | -19.7% | -20.0% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling