+851.5%
DE vs MOH
+264.4%
+587.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.6% |
| 7D | -2.6% | +1.7% | -4.3% | -2.8% |
| 30D | +9.0% | -0.9% | +9.9% | +9.1% |
| 3M | +19.1% | +5.7% | +13.4% | +17.6% |
| 6M | +14.4% | +39.1% | -24.7% | +7.6% |
| YTD | +45.9% | +17.7% | +28.3% | +39.5% |
| 1Y | +43.6% | +8.4% | +35.2% | +38.2% |
| 3Y | +75.9% | -36.6% | +112.4% | +79.6% |
| 5Y | +98.8% | -19.1% | +117.8% | +90.5% |
| All | +851.5% | +264.4% | +587.1% | +640.3% |
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