+128.5%
AWK vs MOH
+264.4%
-135.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.8% |
| 7D | -2.1% | +1.7% | -3.8% | -2.4% |
| 30D | +2.1% | -0.9% | +2.9% | +2.1% |
| 3M | +11.4% | +5.7% | +5.7% | +10.1% |
| 6M | +3.9% | +39.1% | -35.2% | -1.6% |
| YTD | +7.7% | +17.7% | -10.0% | +3.5% |
| 1Y | +1.3% | +8.4% | -7.1% | -2.0% |
| 3Y | +7.2% | -36.6% | +43.7% | +9.5% |
| 5Y | -17.0% | -19.1% | +2.1% | -19.4% |
| All | +128.5% | +264.4% | -135.9% | +88.5% |
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