+819.6%
BNY vs MOH
+1,358.8%
-539.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | -0.4% |
| 7D | -1.3% | +1.7% | -3.0% | -1.7% |
| 30D | -0.2% | -0.9% | +0.7% | -0.1% |
| 3M | +14.9% | +5.7% | +9.2% | +13.1% |
| 6M | +40.0% | +39.1% | +0.9% | +29.5% |
| YTD | +42.0% | +17.7% | +24.3% | +33.7% |
| 1Y | +56.9% | +8.4% | +48.5% | +49.0% |
| 3Y | +289.9% | -36.6% | +326.4% | +295.9% |
| 5Y | +259.2% | -19.1% | +278.3% | +239.3% |
| 10Y | +413.3% | +262.8% | +150.5% | +215.0% |
| All | +819.6% | +1,358.8% | -539.2% | +227.7% |
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 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