+6,975.1%
AMD vs MOH
+1,334.3%
+5,640.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.9% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | -0.9% | +2.9% | -3.8% | -1.6% |
| 3M | -8.7% | +4.1% | -12.9% | -10.1% |
| 6M | +136.3% | +33.8% | +102.5% | +118.4% |
| YTD | +123.0% | +15.7% | +107.3% | +109.0% |
| 1Y | +195.2% | +17.5% | +177.6% | +172.0% |
| 3Y | +336.3% | -35.3% | +371.7% | +337.5% |
| 5Y | +334.5% | -26.9% | +361.4% | +315.9% |
| 10Y | +6,259.1% | +262.9% | +5,996.2% | +3,694.5% |
| All | +6,975.1% | +1,334.3% | +5,640.8% | +2,406.9% |
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