+74.0%
ALB vs MOH
+264.4%
-190.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.0% | -5.4% | -3.7% |
| 7D | -6.6% | +1.7% | -8.3% | -6.9% |
| 30D | -8.1% | -0.9% | -7.2% | -8.0% |
| 3M | -25.7% | +5.7% | -31.4% | -26.6% |
| 6M | -29.5% | +39.1% | -68.6% | -33.8% |
| YTD | -16.2% | +17.7% | -33.9% | -20.2% |
| 1Y | +59.2% | +8.4% | +50.9% | +52.5% |
| 3Y | -33.7% | -36.6% | +2.8% | -32.1% |
| 5Y | -48.1% | -19.1% | -29.0% | -50.7% |
| All | +74.0% | +264.4% | -190.3% | +26.9% |
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