+963.1%
AWK vs MOH
+1,196.0%
-232.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.8% |
| 7D | -0.7% | -1.3% | +0.6% | -0.6% |
| 30D | +2.8% | +3.0% | -0.2% | +2.3% |
| 3M | +11.3% | +1.2% | +10.1% | +10.8% |
| 6M | +6.7% | +41.7% | -35.0% | +1.3% |
| YTD | +9.4% | +15.4% | -6.0% | +5.8% |
| 1Y | +3.7% | +11.8% | -8.1% | +0.2% |
| 3Y | +9.2% | -37.5% | +46.7% | +11.4% |
| 5Y | -15.7% | -20.6% | +4.9% | -17.4% |
| 10Y | +135.3% | +255.8% | -120.5% | +85.6% |
| All | +963.1% | +1,196.0% | -232.9% | +525.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling