+852.4%
DIA vs MOH
+1,358.8%
-506.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | -1.6% | +1.7% | -3.3% | -1.8% |
| 30D | -2.0% | -0.9% | -1.1% | -2.0% |
| 3M | +3.6% | +5.7% | -2.1% | +2.4% |
| 6M | +11.5% | +39.1% | -27.6% | +5.3% |
| YTD | +10.4% | +17.7% | -7.3% | +5.7% |
| 1Y | +15.6% | +8.4% | +7.2% | +11.4% |
| 3Y | +58.9% | -36.6% | +95.4% | +61.6% |
| 5Y | +65.3% | -19.1% | +84.4% | +60.2% |
| 10Y | +252.2% | +262.8% | -10.6% | +160.8% |
| All | +852.4% | +1,358.8% | -506.4% | +428.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling