+278.9%
ADP vs MOH
+264.4%
+14.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.6% |
| 7D | -2.8% | +1.7% | -4.5% | -3.0% |
| 30D | +0.2% | -0.9% | +1.1% | +0.3% |
| 3M | +20.5% | +5.7% | +14.8% | +18.9% |
| 6M | +28.8% | +39.1% | -10.4% | +20.6% |
| YTD | +6.6% | +17.7% | -11.1% | +1.6% |
| 1Y | -6.9% | +8.4% | -15.3% | -10.4% |
| 3Y | +16.1% | -36.6% | +52.7% | +19.4% |
| 5Y | +49.3% | -19.1% | +68.4% | +43.8% |
| All | +278.9% | +264.4% | +14.5% | +199.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling