+691.1%
EFX vs MOH
+1,330.6%
-639.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.6% |
| 7D | -11.1% | -1.3% | -9.8% | -10.9% |
| 30D | -7.4% | +3.0% | -10.3% | -7.9% |
| 3M | +1.5% | +1.2% | +0.3% | +1.0% |
| 6M | -13.7% | +41.7% | -55.4% | -19.4% |
| YTD | -21.9% | +15.4% | -37.3% | -25.3% |
| 1Y | -30.8% | +11.8% | -42.6% | -33.9% |
| 3Y | -12.4% | -37.5% | +25.1% | -9.8% |
| 5Y | -35.9% | -20.6% | -15.3% | -37.3% |
| 10Y | +41.0% | +255.8% | -214.8% | +1.7% |
| All | +691.1% | +1,330.6% | -639.5% | +310.6% |
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