+0.2%
AXP vs MOH
+11.3%
-11.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.4% |
| 7D | -2.8% | -1.3% | -1.5% | -2.7% |
| 30D | -5.9% | +3.0% | -8.8% | -5.9% |
| 3M | +2.6% | +1.2% | +1.4% | +2.7% |
| 6M | +6.4% | +41.7% | -35.3% | +6.9% |
| YTD | -12.6% | +15.4% | -28.0% | -11.6% |
| 1Y | +0.2% | +11.8% | -11.6% | 0.0% |
| All | +0.2% | +11.3% | -11.1% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling