+68.5%
ACWI vs MOH
-26.1%
+94.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | 0.0% | -4.2% | +4.2% | +0.2% |
| 30D | -0.6% | -2.4% | +1.8% | -0.5% |
| 3M | +4.3% | -4.4% | +8.7% | +4.4% |
| 6M | +12.7% | +32.9% | -20.3% | +10.3% |
| YTD | +13.9% | +11.9% | +2.1% | +12.2% |
| 1Y | +20.5% | +6.9% | +13.6% | +18.8% |
| 3Y | +76.5% | -39.4% | +115.9% | +79.0% |
| All | +68.5% | -26.1% | +94.6% | +58.9% |
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