-6.7%
EFX vs MOH
+53.5%
-60.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.9% | -6.5% | +1.7% |
| 7D | +9.2% | +14.3% | -5.1% | +8.2% |
| 30D | +34.8% | +16.7% | +18.1% | +33.8% |
| 3M | +8.8% | +18.3% | -9.5% | +8.1% |
| 6M | +12.3% | +15.8% | -3.5% | +11.7% |
| YTD | -10.6% | +30.5% | -41.1% | -10.2% |
| 1Y | -6.7% | +49.3% | -56.0% | -9.2% |
| All | -6.7% | +53.5% | -60.2% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling