+66.9%
AMAT vs MOH
+49.5%
+17.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.8% |
| 7D | +11.4% | +0.2% | +11.1% | +11.4% |
| 30D | -17.0% | +0.1% | -17.2% | -16.7% |
| 3M | -30.6% | +1.8% | -32.5% | -30.1% |
| 6M | -14.9% | +9.1% | -24.1% | -14.4% |
| YTD | +44.7% | +20.7% | +24.0% | +40.6% |
| 1Y | +66.9% | +51.3% | +15.6% | +58.5% |
| All | +66.9% | +49.5% | +17.4% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling