+1,106.0%
AXP vs MOH
+1,396.4%
-290.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.1% | +0.2% | -0.4% | -0.2% |
| 30D | +4.4% | +0.1% | +4.3% | +4.3% |
| 3M | -6.4% | +1.8% | -8.3% | -7.0% |
| 6M | +4.2% | +9.1% | -5.0% | +1.6% |
| YTD | -12.4% | +20.7% | -33.1% | -18.0% |
| 1Y | -11.1% | +51.3% | -62.4% | -20.7% |
| 3Y | +114.9% | -42.0% | +156.9% | +122.9% |
| 5Y | +87.4% | -33.1% | +120.5% | +86.0% |
| 10Y | +420.8% | +340.8% | +80.1% | +224.5% |
| All | +1,106.0% | +1,396.4% | -290.3% | +401.1% |
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 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