+32.3%
DIS vs MOH
-37.5%
+69.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.5% |
| 7D | -1.3% | -1.3% | 0.0% | -1.2% |
| 30D | +2.2% | +3.0% | -0.7% | +2.1% |
| 3M | +8.1% | +1.2% | +6.9% | +8.1% |
| 6M | +5.2% | +41.7% | -36.5% | +4.2% |
| YTD | -6.3% | +15.4% | -21.7% | -7.0% |
| 1Y | -7.3% | +11.8% | -19.1% | -8.1% |
| All | +32.3% | -37.5% | +69.8% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling