+3,863.1%
BLK vs MOH
+1,358.8%
+2,504.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.3% | +1.2% |
| 7D | -3.3% | +1.7% | -5.0% | -3.7% |
| 30D | -6.5% | -0.9% | -5.6% | -6.4% |
| 3M | +6.7% | +5.7% | +1.0% | +5.0% |
| 6M | +14.7% | +39.1% | -24.4% | +5.8% |
| YTD | +2.5% | +17.7% | -15.2% | -3.5% |
| 1Y | -2.8% | +8.4% | -11.2% | -7.6% |
| 3Y | +65.9% | -36.6% | +102.4% | +68.9% |
| 5Y | +33.0% | -19.1% | +52.1% | +26.0% |
| 10Y | +281.2% | +262.8% | +18.4% | +141.0% |
| All | +3,863.1% | +1,358.8% | +2,504.3% | +1,533.0% |
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