+104.5%
ED vs MOH
+264.4%
-159.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.2% | -0.5% |
| 7D | -0.8% | +1.7% | -2.5% | -1.0% |
| 30D | -0.4% | -0.9% | +0.5% | -0.4% |
| 3M | +0.5% | +5.7% | -5.2% | -0.4% |
| 6M | -3.1% | +39.1% | -42.3% | -7.3% |
| YTD | +9.8% | +17.7% | -7.9% | +6.4% |
| 1Y | +12.6% | +8.4% | +4.2% | +9.7% |
| 3Y | +31.4% | -36.6% | +68.0% | +34.0% |
| 5Y | +69.4% | -19.1% | +88.5% | +65.8% |
| All | +104.5% | +264.4% | -159.9% | +70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling