-31.4%
AMT vs MOH
-21.2%
-10.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -1.8% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | +2.0% | +3.0% | -0.9% | +1.6% |
| 3M | -9.3% | +1.2% | -10.5% | -9.6% |
| 6M | -5.2% | +41.7% | -47.0% | -9.8% |
| YTD | +0.5% | +15.4% | -14.9% | -2.7% |
| 1Y | -7.3% | +11.8% | -19.1% | -10.3% |
| 3Y | +6.2% | -37.5% | +43.7% | +8.8% |
| All | -31.4% | -21.2% | -10.1% | -34.0% |
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