+1,560.1%
ADI vs MOH
+1,330.6%
+229.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.6% |
| 7D | +1.3% | -1.3% | +2.6% | +1.5% |
| 30D | -6.0% | +3.0% | -8.9% | -6.5% |
| 3M | -7.7% | +1.2% | -8.9% | -8.4% |
| 6M | +14.0% | +41.7% | -27.8% | +6.2% |
| YTD | +34.4% | +15.4% | +19.0% | +28.5% |
| 1Y | +48.0% | +11.8% | +36.2% | +41.2% |
| 3Y | +113.3% | -37.5% | +150.8% | +117.6% |
| 5Y | +131.1% | -20.6% | +151.7% | +123.2% |
| 10Y | +628.7% | +255.8% | +372.9% | +417.8% |
| All | +1,560.1% | +1,330.6% | +229.5% | +752.2% |
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