+14.2%
AGG vs MOH
+290.1%
-275.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -4.9% | -0.1% |
| 7D | -1.1% | +6.6% | -7.8% | -1.2% |
| 30D | -1.3% | +0.8% | -2.1% | -1.3% |
| 3M | -1.9% | +6.9% | -8.8% | -1.9% |
| 6M | -1.4% | +43.5% | -44.8% | -1.5% |
| YTD | -1.4% | +23.4% | -24.7% | -1.5% |
| 1Y | -0.7% | +18.3% | -19.1% | -0.9% |
| 3Y | +12.3% | -34.5% | +46.9% | +12.4% |
| 5Y | -2.9% | -18.3% | +15.4% | -2.8% |
| 10Y | +14.2% | +291.4% | -277.2% | +13.8% |
| All | +14.2% | +290.1% | -275.9% | +13.8% |
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