+253.5%
EME vs MOH
-36.3%
+289.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +4.4% |
| 7D | +3.5% | +1.7% | +1.8% | +3.6% |
| 30D | -6.3% | -0.9% | -5.4% | -6.4% |
| 3M | -3.8% | +5.7% | -9.5% | -3.5% |
| 6M | +8.5% | +39.1% | -30.6% | +9.9% |
| YTD | +27.8% | +17.7% | +10.1% | +28.8% |
| 1Y | +22.2% | +8.4% | +13.8% | +22.3% |
| 3Y | +253.5% | -36.6% | +290.0% | +241.2% |
| All | +253.5% | -36.3% | +289.7% | +241.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling