+131.9%
AS vs MOH
-41.0%
+172.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.9% | -2.5% |
| 7D | -3.0% | -7.6% | +4.6% | -2.8% |
| 30D | +9.6% | +2.4% | +7.2% | +9.5% |
| 3M | -8.2% | +7.6% | -15.7% | -8.3% |
| 6M | -9.9% | +13.0% | -22.9% | -10.1% |
| YTD | -16.8% | +20.6% | -37.4% | -17.3% |
| 1Y | +3.0% | +45.8% | -42.8% | +1.6% |
| All | +131.9% | -41.0% | +172.9% | +146.8% |
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