+158.2%
AMAT vs MOH
-32.7%
+190.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.5% |
| 7D | -2.5% | -0.7% | -1.7% | -2.4% |
| 30D | -26.5% | +4.8% | -31.3% | -26.6% |
| 3M | -28.6% | +3.8% | -32.4% | -28.7% |
| 6M | -14.2% | +11.0% | -25.2% | -14.9% |
| YTD | +45.5% | +18.9% | +26.6% | +42.5% |
| 1Y | +59.3% | +46.5% | +12.9% | +53.7% |
| 3Y | +153.1% | -42.4% | +195.5% | +163.3% |
| 5Y | +158.2% | -31.8% | +190.0% | +144.2% |
| All | +158.2% | -32.7% | +190.8% | +144.2% |
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