+167.3%
APD vs MOH
+264.4%
-97.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.7% | -1.1% |
| 7D | -3.3% | +1.7% | -5.0% | -3.5% |
| 30D | -4.2% | -0.9% | -3.3% | -4.1% |
| 3M | +5.4% | +5.7% | -0.3% | +4.2% |
| 6M | +6.3% | +39.1% | -32.9% | +0.2% |
| YTD | +20.3% | +17.7% | +2.6% | +15.2% |
| 1Y | +1.6% | +8.4% | -6.8% | -2.0% |
| 3Y | +4.0% | -36.6% | +40.6% | +6.4% |
| 5Y | +23.3% | -19.1% | +42.4% | +18.4% |
| All | +167.3% | +264.4% | -97.1% | +104.9% |
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