+390.9%
AMD vs MOH
-26.3%
+417.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.1% |
| 7D | +14.0% | -4.2% | +18.2% | +14.2% |
| 30D | +11.0% | -2.4% | +13.3% | +11.1% |
| 3M | +9.6% | -4.4% | +14.0% | +9.7% |
| 6M | +157.1% | +32.9% | +124.2% | +153.8% |
| YTD | +143.3% | +11.9% | +131.5% | +141.1% |
| 1Y | +234.4% | +6.9% | +227.5% | +231.4% |
| 3Y | +391.2% | -39.4% | +430.6% | +392.5% |
| 5Y | +390.9% | -25.0% | +415.9% | +364.6% |
| All | +390.9% | -26.3% | +417.3% | +364.6% |
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