+1,462.3%
ET vs MOH
+965.2%
+497.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.2% |
| 7D | +0.2% | +1.7% | -1.5% | -0.1% |
| 30D | +2.9% | -0.9% | +3.8% | +3.0% |
| 3M | +16.8% | +5.7% | +11.1% | +15.3% |
| 6M | +18.9% | +39.1% | -20.2% | +11.6% |
| YTD | +37.7% | +17.7% | +20.0% | +31.5% |
| 1Y | +32.4% | +8.4% | +24.1% | +27.3% |
| 3Y | +99.5% | -36.6% | +136.1% | +102.5% |
| 5Y | +244.0% | -19.1% | +263.0% | +228.7% |
| 10Y | +172.1% | +262.8% | -90.7% | +83.7% |
| All | +1,462.3% | +965.2% | +497.1% | +645.7% |
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 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