+30.7%
AMCR vs MOH
+53.5%
-22.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.9% | -5.7% | +3.2% |
| 7D | +6.2% | +14.3% | -8.1% | +6.2% |
| 30D | +16.0% | +16.7% | -0.7% | +16.1% |
| 3M | +4.4% | +18.3% | -14.0% | +4.5% |
| 6M | +35.5% | +15.8% | +19.7% | +35.8% |
| YTD | +21.5% | +30.5% | -9.0% | +21.5% |
| 1Y | +30.7% | +49.3% | -18.5% | +30.4% |
| All | +30.7% | +53.5% | -22.7% | +30.4% |
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 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