+409.0%
AG vs MOH
+814.2%
-405.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.9% | -3.2% |
| 7D | -6.7% | +1.7% | -8.4% | -7.0% |
| 30D | +2.2% | -0.9% | +3.1% | +2.2% |
| 3M | +15.7% | +5.7% | +10.0% | +14.5% |
| 6M | -23.8% | +39.1% | -62.9% | -28.0% |
| YTD | +17.6% | +17.7% | 0.0% | +12.8% |
| 1Y | +88.6% | +8.4% | +80.2% | +82.0% |
| 3Y | +253.4% | -36.6% | +290.0% | +258.7% |
| 5Y | +62.4% | -19.1% | +81.5% | +57.6% |
| 10Y | +61.2% | +262.8% | -201.6% | +9.4% |
| All | +409.0% | +814.2% | -405.2% | +103.3% |
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