-45.4%
ALB vs MOH
-19.7%
-25.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.0% | -5.4% | -3.5% |
| 7D | -6.6% | +1.7% | -8.3% | -6.7% |
| 30D | -8.1% | -0.9% | -7.2% | -8.1% |
| 3M | -25.7% | +5.7% | -31.4% | -26.0% |
| 6M | -29.5% | +39.1% | -68.6% | -31.1% |
| YTD | -16.2% | +17.7% | -33.9% | -17.7% |
| 1Y | +59.2% | +8.4% | +50.9% | +57.0% |
| 3Y | -33.7% | -36.6% | +2.8% | -31.6% |
| All | -45.4% | -19.7% | -25.7% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling