+275.1%
BLK vs MOH
+264.4%
+10.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.3% | +1.3% |
| 7D | -3.3% | +1.7% | -5.0% | -3.6% |
| 30D | -6.5% | -0.9% | -5.6% | -6.4% |
| 3M | +6.7% | +5.7% | +1.0% | +5.3% |
| 6M | +14.7% | +39.1% | -24.4% | +7.2% |
| YTD | +2.5% | +17.7% | -15.2% | -2.4% |
| 1Y | -2.8% | +8.4% | -11.2% | -6.6% |
| 3Y | +65.9% | -36.6% | +102.4% | +69.1% |
| 5Y | +33.0% | -19.1% | +52.1% | +25.6% |
| All | +275.1% | +264.4% | +10.7% | +172.3% |
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