+59.1%
ACWI vs MOH
-33.1%
+92.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +2.4% | +0.2% | +2.2% | +2.4% |
| 30D | -1.7% | +0.1% | -1.8% | -1.7% |
| 3M | -3.9% | +1.8% | -5.8% | -4.1% |
| 6M | +0.8% | +9.1% | -8.3% | 0.0% |
| YTD | +11.0% | +20.7% | -9.7% | +8.9% |
| 1Y | +13.1% | +51.3% | -38.2% | +8.7% |
| 3Y | +73.9% | -42.0% | +115.9% | +80.8% |
| All | +59.1% | -33.1% | +92.2% | +55.1% |
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