+392.9%
BAC vs MOH
+264.4%
+128.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.1% |
| 7D | 0.0% | +1.7% | -1.7% | -0.2% |
| 30D | -2.8% | -0.9% | -1.9% | -2.7% |
| 3M | +14.2% | +5.7% | +8.5% | +13.0% |
| 6M | +30.5% | +39.1% | -8.6% | +23.6% |
| YTD | +15.8% | +17.7% | -1.9% | +11.0% |
| 1Y | +26.2% | +8.4% | +17.8% | +21.8% |
| 3Y | +136.5% | -36.6% | +173.1% | +140.0% |
| 5Y | +75.9% | -19.1% | +95.0% | +66.4% |
| All | +392.9% | +264.4% | +128.5% | +260.9% |
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