+75.6%
BAC vs MOH
-23.8%
+99.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -0.3% |
| 7D | -0.3% | -1.3% | +1.0% | -0.2% |
| 30D | -1.8% | +3.0% | -4.7% | -1.9% |
| 3M | +15.3% | +1.2% | +14.1% | +15.1% |
| 6M | +30.2% | +41.7% | -11.6% | +27.9% |
| YTD | +15.6% | +15.4% | +0.2% | +14.2% |
| 1Y | +27.5% | +11.8% | +15.7% | +25.8% |
| 3Y | +137.0% | -37.5% | +174.5% | +137.1% |
| 5Y | +75.6% | -20.6% | +96.2% | +61.8% |
| All | +75.6% | -23.8% | +99.4% | +61.8% |
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