+565.7%
AMZN vs MOH
+264.4%
+301.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | 0.0% | +1.7% |
| 7D | -0.7% | +1.7% | -2.4% | -0.9% |
| 30D | -3.9% | -0.9% | -3.0% | -3.9% |
| 3M | +6.3% | +5.7% | +0.6% | +5.3% |
| 6M | +20.8% | +39.1% | -18.4% | +14.6% |
| YTD | +11.2% | +17.7% | -6.4% | +7.3% |
| 1Y | +11.7% | +8.4% | +3.3% | +8.3% |
| 3Y | +79.4% | -36.6% | +116.0% | +82.7% |
| 5Y | +48.0% | -19.1% | +67.1% | +43.0% |
| All | +565.7% | +264.4% | +301.3% | +387.7% |
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 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