+19.3%
ACI vs MOH
+11.5%
+7.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.3% |
| 7D | -5.0% | -4.2% | -0.9% | -4.7% |
| 30D | -2.3% | -2.4% | +0.1% | -2.1% |
| 3M | -23.2% | -4.4% | -18.8% | -22.7% |
| 6M | -29.5% | +32.9% | -62.4% | -30.7% |
| YTD | -28.6% | +11.9% | -40.5% | -29.3% |
| 1Y | -34.0% | +6.9% | -41.0% | -34.6% |
| 3Y | -45.0% | -39.4% | -5.5% | -44.0% |
| 5Y | -44.0% | -25.0% | -19.1% | -44.0% |
| All | +19.3% | +11.5% | +7.8% | +11.2% |
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