+268.9%
AMAT vs MOH
-26.8%
+295.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.1% |
| 7D | +7.0% | -3.3% | +10.3% | +7.1% |
| 30D | -12.2% | -0.1% | -12.1% | -12.3% |
| 3M | -3.8% | -1.1% | -2.8% | -4.1% |
| 6M | +45.9% | +35.9% | +10.1% | +42.7% |
| YTD | +84.6% | +13.1% | +71.5% | +81.2% |
| 1Y | +193.4% | +11.8% | +181.5% | +186.8% |
| 3Y | +228.1% | -38.7% | +266.8% | +230.1% |
| 5Y | +268.9% | -25.1% | +294.0% | +242.8% |
| All | +268.9% | -26.8% | +295.8% | +242.8% |
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