+1,274.3%
ECL vs MOH
+1,330.6%
-56.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.7% |
| 7D | -2.6% | -1.3% | -1.3% | -2.5% |
| 30D | -4.6% | +3.0% | -7.5% | -5.1% |
| 3M | +6.0% | +1.2% | +4.8% | +5.4% |
| 6M | -3.0% | +41.7% | -44.7% | -8.6% |
| YTD | +4.0% | +15.4% | -11.4% | 0.0% |
| 1Y | +2.0% | +11.8% | -9.8% | -2.0% |
| 3Y | +53.9% | -37.5% | +91.4% | +56.9% |
| 5Y | +27.1% | -20.6% | +47.8% | +23.7% |
| 10Y | +155.0% | +255.8% | -100.8% | +91.7% |
| All | +1,274.3% | +1,330.6% | -56.3% | +709.2% |
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 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