+657.7%
EEM vs MOH
+1,330.6%
-672.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.3% | -2.7% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | +2.4% | +3.0% | -0.6% | +1.8% |
| 3M | +4.2% | +1.2% | +2.9% | +3.4% |
| 6M | +14.8% | +41.7% | -26.9% | +6.6% |
| YTD | +23.1% | +15.4% | +7.7% | +17.1% |
| 1Y | +32.5% | +11.8% | +20.7% | +25.8% |
| 3Y | +85.9% | -37.5% | +123.4% | +89.0% |
| 5Y | +43.6% | -20.6% | +64.2% | +36.6% |
| 10Y | +127.2% | +255.8% | -128.6% | +45.7% |
| All | +657.7% | +1,330.6% | -672.8% | +210.7% |
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 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