-7.7%
DIS vs MOH
+4.9%
-12.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.7% |
| 7D | +1.2% | +1.7% | -0.5% | +1.2% |
| 30D | +3.2% | -0.9% | +4.1% | +3.2% |
| 3M | +7.0% | +5.7% | +1.3% | +7.1% |
| 6M | +6.4% | +39.1% | -32.7% | +6.8% |
| YTD | -5.6% | +17.7% | -23.3% | -5.9% |
| 1Y | -7.7% | +8.4% | -16.1% | -8.6% |
| All | -7.7% | +4.9% | -12.6% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling