+1,384.9%
ADBE vs MOH
+1,330.6%
+54.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.5% | -3.0% |
| 7D | -12.9% | -1.3% | -11.6% | -12.7% |
| 30D | -5.6% | +3.0% | -8.6% | -6.3% |
| 3M | +6.6% | +1.2% | +5.4% | +6.0% |
| 6M | -9.6% | +41.7% | -51.3% | -16.5% |
| YTD | -28.9% | +15.4% | -44.3% | -32.6% |
| 1Y | -28.9% | +11.8% | -40.7% | -32.7% |
| 3Y | -55.6% | -37.5% | -18.1% | -54.6% |
| 5Y | -62.2% | -20.6% | -41.6% | -63.7% |
| 10Y | +150.4% | +255.8% | -105.4% | +68.4% |
| All | +1,384.9% | +1,330.6% | +54.3% | +589.5% |
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