+192.6%
EQT vs MOH
-19.0%
+211.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.8% | -6.4% | -1.9% |
| 7D | -3.6% | +6.6% | -10.2% | -4.0% |
| 30D | -2.2% | +0.8% | -3.0% | -2.3% |
| 3M | +2.8% | +6.9% | -4.1% | +2.1% |
| 6M | -16.8% | +43.5% | -60.3% | -19.2% |
| YTD | +0.1% | +23.4% | -23.2% | -2.2% |
| 1Y | +5.7% | +18.3% | -12.7% | +3.3% |
| 3Y | +30.3% | -34.5% | +64.9% | +31.0% |
| 5Y | +192.6% | -18.3% | +210.9% | +186.9% |
| All | +192.6% | -19.0% | +211.6% | +186.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling