-49.1%
COMP vs MOH
-10.5%
-38.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.5% |
| 7D | +2.2% | -7.6% | +9.8% | +3.5% |
| 30D | +16.3% | +2.4% | +13.9% | +15.9% |
| 3M | -19.1% | +7.6% | -26.7% | -20.2% |
| 6M | +17.1% | +13.0% | +4.1% | +14.4% |
| YTD | -2.9% | +20.6% | -23.5% | -7.3% |
| 1Y | +8.8% | +45.8% | -37.0% | -0.1% |
| 3Y | +423.5% | -41.6% | +465.0% | +457.7% |
| 5Y | -10.5% | -33.1% | +22.6% | -12.5% |
| All | -49.1% | -10.5% | -38.6% | -53.9% |
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