-49.3%
COMP vs MOH
-10.4%
-38.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | +16.6% | +0.1% | +16.4% | +16.5% |
| 3M | -23.5% | +1.8% | -25.4% | -23.8% |
| 6M | +25.7% | +9.1% | +16.6% | +23.5% |
| YTD | -3.4% | +20.7% | -24.1% | -7.8% |
| 1Y | +7.6% | +51.3% | -43.7% | -1.9% |
| 3Y | +423.6% | -42.0% | +465.6% | +459.4% |
| 5Y | -10.6% | -33.1% | +22.5% | -12.6% |
| All | -49.3% | -10.4% | -38.9% | -54.2% |
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 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