+181.4%
BAX vs MOH
+1,302.1%
-1,120.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.5% | -3.4% |
| 7D | -2.4% | -3.3% | +0.9% | -2.0% |
| 30D | -9.7% | -0.1% | -9.7% | -9.8% |
| 3M | +29.3% | -1.1% | +30.3% | +29.1% |
| 6M | +40.7% | +35.9% | +4.8% | +33.7% |
| YTD | +30.3% | +13.1% | +17.2% | +25.9% |
| 1Y | +3.4% | +11.8% | -8.4% | -0.2% |
| 3Y | -32.0% | -38.7% | +6.7% | -30.3% |
| 5Y | -66.9% | -25.1% | -41.8% | -67.1% |
| 10Y | -37.1% | +243.8% | -280.9% | -49.9% |
| All | +181.4% | +1,302.1% | -1,120.7% | +81.4% |
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