+565.7%
EQT vs MOH
+1,330.6%
-764.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | 0.0% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | +1.1% | +3.0% | -1.9% | +0.5% |
| 3M | +4.8% | +1.2% | +3.6% | +4.2% |
| 6M | -10.6% | +41.7% | -52.3% | -17.0% |
| YTD | +3.4% | +15.4% | -12.0% | -1.6% |
| 1Y | +8.7% | +11.8% | -3.1% | +3.2% |
| 3Y | +35.0% | -37.5% | +72.5% | +37.1% |
| 5Y | +204.2% | -20.6% | +224.9% | +191.5% |
| 10Y | +52.5% | +255.8% | -203.3% | +1.9% |
| All | +565.7% | +1,330.6% | -764.8% | +214.4% |
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