+173.8%
ET vs MOH
+264.4%
-90.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.1% |
| 7D | +0.2% | +1.7% | -1.5% | 0.0% |
| 30D | +2.9% | -0.9% | +3.8% | +2.9% |
| 3M | +16.8% | +5.7% | +11.1% | +15.8% |
| 6M | +18.9% | +39.1% | -20.2% | +13.8% |
| YTD | +37.7% | +17.7% | +20.0% | +33.4% |
| 1Y | +32.4% | +8.4% | +24.1% | +29.0% |
| 3Y | +99.5% | -36.6% | +136.1% | +102.6% |
| 5Y | +244.0% | -19.1% | +263.0% | +230.9% |
| All | +173.8% | +264.4% | -90.6% | +134.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling