+574.2%
DIS vs MOH
+1,334.3%
-760.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -2.6% | +0.4% | -3.0% | -2.6% |
| 30D | +3.5% | +2.9% | +0.6% | +3.0% |
| 3M | +6.8% | +4.1% | +2.7% | +5.8% |
| 6M | +3.0% | +33.8% | -30.8% | -2.3% |
| YTD | -6.7% | +15.7% | -22.4% | -10.6% |
| 1Y | -10.1% | +17.5% | -27.6% | -14.6% |
| 3Y | +33.0% | -35.3% | +68.4% | +34.7% |
| 5Y | -40.0% | -26.9% | -13.1% | -41.0% |
| 10Y | +21.1% | +262.9% | -241.9% | -15.0% |
| All | +574.2% | +1,334.3% | -760.1% | +243.6% |
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 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