+106.2%
AMT vs MOH
+264.4%
-158.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.5% |
| 7D | +1.1% | +1.7% | -0.6% | +0.8% |
| 30D | +4.4% | -0.9% | +5.2% | +4.5% |
| 3M | -5.2% | +5.7% | -10.9% | -6.4% |
| 6M | -0.8% | +39.1% | -39.9% | -6.9% |
| YTD | +3.3% | +17.7% | -14.4% | -1.4% |
| 1Y | -6.0% | +8.4% | -14.4% | -9.6% |
| 3Y | +9.6% | -36.6% | +46.2% | +12.5% |
| 5Y | -29.2% | -19.1% | -10.2% | -31.7% |
| All | +106.2% | +264.4% | -158.2% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling