+23.3%
BA vs MOH
+339.2%
-315.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -7.1% | +0.1% | -7.3% | -7.2% |
| 3M | -25.5% | +1.8% | -27.4% | -26.0% |
| 6M | -28.7% | +9.1% | -37.8% | -30.4% |
| YTD | -21.0% | +20.7% | -41.7% | -25.7% |
| 1Y | -11.9% | +51.3% | -63.1% | -20.8% |
| 3Y | -16.2% | -42.0% | +25.8% | -12.6% |
| 5Y | -22.4% | -33.1% | +10.7% | -23.6% |
| All | +23.3% | +339.2% | -315.9% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling