+566.9%
ED vs MOH
+1,286.6%
-719.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -0.2% | -4.2% | +4.0% | +0.2% |
| 30D | +1.9% | -2.4% | +4.3% | +2.1% |
| 3M | +1.9% | -4.4% | +6.3% | +2.0% |
| 6M | -2.3% | +32.9% | -35.2% | -5.0% |
| YTD | +10.9% | +11.9% | -1.0% | +8.8% |
| 1Y | +14.5% | +6.9% | +7.6% | +12.4% |
| 3Y | +33.4% | -39.4% | +72.8% | +35.6% |
| 5Y | +67.3% | -25.0% | +92.2% | +66.2% |
| 10Y | +110.7% | +244.9% | -134.2% | +82.9% |
| All | +566.9% | +1,286.6% | -719.8% | +403.2% |
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