+2,458.0%
AMT vs MOH
+1,302.1%
+1,155.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.3% |
| 7D | -0.2% | -3.3% | +3.2% | +0.4% |
| 30D | +1.8% | -0.1% | +1.9% | +1.8% |
| 3M | -6.2% | -1.1% | -5.1% | -6.4% |
| 6M | -5.0% | +35.9% | -40.9% | -10.4% |
| YTD | +2.1% | +13.1% | -11.1% | -1.8% |
| 1Y | -5.7% | +11.8% | -17.6% | -9.8% |
| 3Y | +7.9% | -38.7% | +46.7% | +10.8% |
| 5Y | -32.3% | -25.1% | -7.2% | -33.4% |
| 10Y | +95.0% | +243.8% | -148.8% | +42.8% |
| All | +2,458.0% | +1,302.1% | +1,155.9% | +1,059.7% |
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 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