+1,787.9%
AXON vs MOH
+264.4%
+1,523.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | -7.0% | +1.7% | -8.8% | -7.2% |
| 30D | -20.1% | -0.9% | -19.2% | -20.0% |
| 3M | +7.4% | +5.7% | +1.7% | +6.7% |
| 6M | -7.4% | +39.1% | -46.5% | -10.8% |
| YTD | -15.6% | +17.7% | -33.3% | -18.0% |
| 1Y | -36.2% | +8.4% | -44.6% | -37.7% |
| 3Y | +124.8% | -36.6% | +161.4% | +127.5% |
| 5Y | +166.6% | -19.1% | +185.7% | +154.4% |
| All | +1,787.9% | +264.4% | +1,523.5% | +1,323.1% |
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