+672.3%
AU vs MOH
+264.4%
+407.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.5% |
| 7D | -4.3% | +1.7% | -6.0% | -4.3% |
| 30D | +7.3% | -0.9% | +8.2% | +7.3% |
| 3M | +26.3% | +5.7% | +20.6% | +26.2% |
| 6M | +1.8% | +39.1% | -37.4% | +1.0% |
| YTD | +26.8% | +17.7% | +9.1% | +26.1% |
| 1Y | +66.7% | +8.4% | +58.3% | +66.0% |
| 3Y | +579.1% | -36.6% | +615.6% | +581.6% |
| 5Y | +689.3% | -19.1% | +708.4% | +676.2% |
| All | +672.3% | +264.4% | +407.9% | +565.1% |
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