+37.2%
DIS vs MOH
-41.8%
+79.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +9.2% | +0.1% | +9.0% | +9.1% |
| 3M | +13.5% | +1.8% | +11.7% | +13.4% |
| 6M | +14.3% | +9.1% | +5.2% | +13.9% |
| YTD | +5.4% | +20.7% | -15.3% | +4.5% |
| 1Y | +12.2% | +51.3% | -39.1% | +10.0% |
| 3Y | +37.2% | -42.0% | +79.2% | +39.2% |
| All | +37.2% | -41.8% | +79.0% | +39.2% |
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