+166.3%
AXON vs MOH
-23.8%
+190.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.4% | -2.3% |
| 7D | -11.0% | -1.3% | -9.7% | -11.0% |
| 30D | -24.7% | +3.0% | -27.7% | -24.7% |
| 3M | +7.0% | +1.2% | +5.8% | +7.1% |
| 6M | -9.6% | +41.7% | -51.4% | -9.2% |
| YTD | -15.7% | +15.4% | -31.1% | -15.3% |
| 1Y | -35.9% | +11.8% | -47.7% | -35.8% |
| 3Y | +123.0% | -37.5% | +160.5% | +123.6% |
| 5Y | +166.3% | -20.6% | +187.0% | +155.8% |
| All | +166.3% | -23.8% | +190.1% | +155.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling