+459.5%
AJG vs MOH
+264.4%
+195.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.5% |
| 7D | -8.3% | +1.7% | -10.0% | -8.5% |
| 30D | -5.7% | -0.9% | -4.8% | -5.6% |
| 3M | +9.1% | +5.7% | +3.4% | +7.8% |
| 6M | +15.2% | +39.1% | -23.9% | +8.4% |
| YTD | -6.3% | +17.7% | -24.0% | -10.2% |
| 1Y | -19.1% | +8.4% | -27.5% | -21.9% |
| 3Y | +8.2% | -36.6% | +44.8% | +10.9% |
| 5Y | +75.6% | -19.1% | +94.7% | +71.1% |
| All | +459.5% | +264.4% | +195.1% | +366.0% |
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