+1,707.5%
AMAT vs MOH
+242.5%
+1,465.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +6.9% | -4.2% | +11.1% | +7.7% |
| 30D | -10.1% | -2.4% | -7.7% | -9.9% |
| 3M | -6.0% | -4.4% | -1.6% | -5.9% |
| 6M | +38.6% | +32.9% | +5.7% | +29.9% |
| YTD | +83.1% | +11.9% | +71.2% | +74.5% |
| 1Y | +188.3% | +6.9% | +181.4% | +174.6% |
| 3Y | +225.3% | -39.4% | +264.8% | +232.7% |
| 5Y | +262.0% | -25.0% | +286.9% | +241.7% |
| 10Y | +1,707.5% | +244.9% | +1,462.6% | +1,134.4% |
| All | +1,707.5% | +242.5% | +1,465.0% | +1,134.4% |
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 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