+74.6%
BND vs MOH
+849.9%
-775.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.0% | -0.1% |
| 7D | -1.0% | +1.7% | -2.7% | -1.0% |
| 30D | -1.1% | -0.9% | -0.2% | -1.1% |
| 3M | -1.9% | +5.7% | -7.6% | -1.9% |
| 6M | -1.6% | +39.1% | -40.7% | -1.6% |
| YTD | -1.2% | +17.7% | -18.9% | -1.2% |
| 1Y | -0.7% | +8.4% | -9.1% | -0.7% |
| 3Y | +12.5% | -36.6% | +49.1% | +12.5% |
| 5Y | -2.5% | -19.1% | +16.5% | -2.4% |
| 10Y | +14.9% | +262.8% | -247.9% | +16.2% |
| All | +74.6% | +849.9% | -775.3% | +79.2% |
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