+168.0%
BAC vs MOH
+1,302.1%
-1,134.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.1% |
| 7D | +1.2% | -3.3% | +4.5% | +2.0% |
| 30D | -0.7% | -0.1% | -0.7% | -0.8% |
| 3M | +16.9% | -1.1% | +18.0% | +16.6% |
| 6M | +29.6% | +35.9% | -6.3% | +18.4% |
| YTD | +15.3% | +13.1% | +2.1% | +8.0% |
| 1Y | +28.8% | +11.8% | +17.0% | +19.6% |
| 3Y | +136.4% | -38.7% | +175.1% | +140.9% |
| 5Y | +72.9% | -25.1% | +98.0% | +63.2% |
| 10Y | +391.8% | +243.8% | +147.9% | +167.1% |
| All | +168.0% | +1,302.1% | -1,134.1% | -18.4% |
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