+1,145.9%
DELL vs MOH
-19.7%
+1,165.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.0% | +10.0% | +12.0% |
| 7D | +8.2% | +1.7% | +6.5% | +8.3% |
| 30D | +17.1% | -0.9% | +18.0% | +17.1% |
| 3M | +45.2% | +5.7% | +39.5% | +45.3% |
| 6M | +286.8% | +39.1% | +247.7% | +286.9% |
| YTD | +354.8% | +17.7% | +337.1% | +353.6% |
| 1Y | +358.3% | +8.4% | +349.9% | +355.0% |
| 3Y | +724.9% | -36.6% | +761.5% | +700.7% |
| All | +1,145.9% | -19.7% | +1,165.6% | +1,029.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling