+1,116.8%
AXP vs MOH
+1,373.9%
-257.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.6% |
| 7D | -0.6% | -0.7% | +0.1% | -0.6% |
| 30D | +5.0% | +4.8% | +0.2% | +3.8% |
| 3M | -4.2% | +3.8% | -8.0% | -5.2% |
| 6M | +2.9% | +11.0% | -8.0% | +0.1% |
| YTD | -11.6% | +18.9% | -30.5% | -17.0% |
| 1Y | -11.1% | +46.5% | -57.5% | -20.2% |
| 3Y | +116.7% | -42.4% | +159.1% | +125.1% |
| 5Y | +89.6% | -31.8% | +121.4% | +87.2% |
| 10Y | +428.4% | +309.6% | +118.8% | +234.2% |
| All | +1,116.8% | +1,373.9% | -257.2% | +407.1% |
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