+379.9%
CSCO vs MOH
+264.4%
+115.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +4.1% |
| 7D | +2.7% | +1.7% | +1.0% | +2.4% |
| 30D | -9.5% | -0.9% | -8.6% | -9.4% |
| 3M | -7.6% | +5.7% | -13.3% | -8.6% |
| 6M | +44.9% | +39.1% | +5.8% | +37.3% |
| YTD | +47.7% | +17.7% | +30.0% | +41.7% |
| 1Y | +69.1% | +8.4% | +60.7% | +63.3% |
| 3Y | +113.5% | -36.6% | +150.1% | +118.2% |
| 5Y | +122.8% | -19.1% | +141.8% | +113.6% |
| All | +379.9% | +264.4% | +115.6% | +278.8% |
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