+24.3%
APD vs MOH
-23.8%
+48.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.8% |
| 7D | -3.5% | -1.3% | -2.2% | -3.4% |
| 30D | -5.1% | +3.0% | -8.0% | -5.3% |
| 3M | +6.9% | +1.2% | +5.7% | +6.6% |
| 6M | +8.1% | +41.7% | -33.6% | +4.2% |
| YTD | +21.2% | +15.4% | +5.8% | +18.5% |
| 1Y | +4.9% | +11.8% | -6.9% | +2.4% |
| 3Y | +6.3% | -37.5% | +43.8% | +8.3% |
| 5Y | +24.3% | -20.6% | +44.9% | +23.0% |
| All | +24.3% | -23.8% | +48.0% | +23.0% |
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