+361.5%
ALL vs MOH
+264.4%
+97.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | -2.3% | +1.7% | -4.0% | -2.5% |
| 30D | -0.4% | -0.9% | +0.5% | -0.3% |
| 3M | +16.0% | +5.7% | +10.3% | +14.8% |
| 6M | +24.6% | +39.1% | -14.5% | +17.6% |
| YTD | +23.7% | +17.7% | +6.0% | +18.7% |
| 1Y | +27.7% | +8.4% | +19.4% | +23.5% |
| 3Y | +150.2% | -36.6% | +186.8% | +157.2% |
| 5Y | +117.1% | -19.1% | +136.2% | +110.2% |
| All | +361.5% | +264.4% | +97.2% | +271.6% |
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