+2,496.8%
ADSK vs MOH
+1,358.8%
+1,138.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | 0.0% |
| 7D | -2.5% | +1.7% | -4.2% | -2.9% |
| 30D | -14.9% | -0.9% | -14.0% | -14.8% |
| 3M | +3.3% | +5.7% | -2.4% | +1.7% |
| 6M | -15.7% | +39.1% | -54.8% | -22.3% |
| YTD | -28.2% | +17.7% | -45.9% | -32.6% |
| 1Y | -34.5% | +8.4% | -42.9% | -38.0% |
| 3Y | -2.9% | -36.6% | +33.7% | -1.0% |
| 5Y | -25.3% | -19.1% | -6.2% | -28.7% |
| 10Y | +217.8% | +262.8% | -45.0% | +102.1% |
| All | +2,496.8% | +1,358.8% | +1,138.0% | +1,016.4% |
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