+91.1%
AME vs MOH
-19.7%
+110.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +3.1% |
| 7D | +1.7% | +1.7% | 0.0% | +1.6% |
| 30D | -6.4% | -0.9% | -5.6% | -6.4% |
| 3M | +7.1% | +5.7% | +1.4% | +6.3% |
| 6M | +8.2% | +39.1% | -31.0% | +4.8% |
| YTD | +18.2% | +17.7% | +0.5% | +15.5% |
| 1Y | +26.7% | +8.4% | +18.4% | +24.3% |
| 3Y | +60.7% | -36.6% | +97.3% | +62.5% |
| All | +91.1% | -19.7% | +110.8% | +79.7% |
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