+246.5%
BBY vs MOH
+264.4%
-17.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.8% |
| 7D | +0.6% | +1.7% | -1.1% | +0.3% |
| 30D | +9.4% | -0.9% | +10.3% | +9.5% |
| 3M | +19.3% | +5.7% | +13.6% | +18.0% |
| 6M | +47.9% | +39.1% | +8.8% | +38.5% |
| YTD | +39.6% | +17.7% | +21.9% | +32.9% |
| 1Y | +22.2% | +8.4% | +13.8% | +17.4% |
| 3Y | +45.0% | -36.6% | +81.5% | +47.8% |
| 5Y | +2.6% | -19.1% | +21.7% | -3.3% |
| All | +246.5% | +264.4% | -17.8% | +135.7% |
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