-37.1%
DOW vs MOH
-19.7%
-17.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.0% | -2.2% |
| 7D | -1.4% | +1.7% | -3.1% | -1.6% |
| 30D | -3.9% | -0.9% | -3.0% | -3.9% |
| 3M | -12.7% | +5.7% | -18.4% | -13.3% |
| 6M | -13.7% | +39.1% | -52.8% | -16.6% |
| YTD | +28.4% | +17.7% | +10.7% | +25.3% |
| 1Y | +21.8% | +8.4% | +13.4% | +18.8% |
| 3Y | -35.7% | -36.6% | +0.9% | -36.5% |
| All | -37.1% | -19.7% | -17.5% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling