+3,143.8%
AMAT vs MOH
+1,398.9%
+1,744.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.6% |
| 7D | +19.3% | -3.1% | +22.5% | +19.9% |
| 30D | -17.9% | +0.2% | -18.1% | -18.2% |
| 3M | -30.4% | +1.8% | -32.3% | -31.2% |
| 6M | -11.4% | +9.5% | -21.0% | -14.1% |
| YTD | +48.8% | +20.9% | +27.8% | +38.8% |
| 1Y | +66.0% | +48.8% | +17.2% | +48.4% |
| 3Y | +158.8% | -41.4% | +200.2% | +165.1% |
| 5Y | +153.2% | -33.0% | +186.2% | +148.9% |
| 10Y | +1,370.6% | +341.5% | +1,029.1% | +840.8% |
| All | +3,143.8% | +1,398.9% | +1,744.9% | +1,274.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling