+299.7%
ARM vs MOH
-39.3%
+339.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.2% | -7.0% | -3.8% |
| 7D | +4.8% | -1.3% | +6.1% | +4.8% |
| 30D | -5.5% | +3.0% | -8.4% | -5.5% |
| 3M | -17.3% | +1.2% | -18.5% | -17.4% |
| 6M | +110.9% | +41.7% | +69.1% | +109.3% |
| YTD | +132.5% | +15.4% | +117.1% | +130.5% |
| 1Y | +64.9% | +11.8% | +53.1% | +63.8% |
| All | +299.7% | -39.3% | +339.0% | +303.5% |
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