+452.8%
EFA vs MOH
+1,358.8%
-905.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | -1.5% | +1.7% | -3.2% | -1.8% |
| 30D | -1.7% | -0.9% | -0.8% | -1.6% |
| 3M | +3.5% | +5.7% | -2.2% | +2.3% |
| 6M | +9.5% | +39.1% | -29.6% | +3.2% |
| YTD | +12.9% | +17.7% | -4.8% | +8.0% |
| 1Y | +18.2% | +8.4% | +9.8% | +13.8% |
| 3Y | +64.8% | -36.6% | +101.4% | +67.3% |
| 5Y | +53.9% | -19.1% | +73.0% | +48.1% |
| 10Y | +144.8% | +262.8% | -118.1% | +71.6% |
| All | +452.8% | +1,358.8% | -905.9% | +172.0% |
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