+1,321.9%
AMAT vs MOH
+339.2%
+982.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | +11.4% | +0.2% | +11.1% | +11.3% |
| 30D | -17.0% | +0.1% | -17.2% | -17.3% |
| 3M | -30.6% | +1.8% | -32.5% | -31.3% |
| 6M | -14.9% | +9.1% | -24.1% | -17.3% |
| YTD | +44.7% | +20.7% | +24.0% | +35.3% |
| 1Y | +66.9% | +51.3% | +15.6% | +48.8% |
| 3Y | +153.3% | -42.0% | +195.3% | +164.1% |
| 5Y | +146.2% | -33.1% | +179.4% | +141.6% |
| All | +1,321.9% | +339.2% | +982.7% | +823.9% |
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