+114.5%
AXP vs MOH
-26.3%
+140.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | -2.5% | -4.2% | +1.7% | -2.1% |
| 30D | -5.0% | -2.4% | -2.7% | -4.9% |
| 3M | +1.4% | -4.4% | +5.7% | +1.6% |
| 6M | +6.0% | +32.9% | -26.9% | +3.3% |
| YTD | -12.3% | +11.9% | -24.2% | -13.7% |
| 1Y | +0.3% | +6.9% | -6.7% | -1.3% |
| 3Y | +111.7% | -39.4% | +151.1% | +114.7% |
| 5Y | +114.5% | -25.0% | +139.5% | +96.5% |
| All | +114.5% | -26.3% | +140.9% | +96.5% |
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 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