+142.5%
ETSY vs MOH
+216.4%
-73.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.3% | +1.2% |
| 7D | -4.9% | +1.7% | -6.6% | -5.3% |
| 30D | -8.6% | -0.9% | -7.7% | -8.5% |
| 3M | +4.8% | +5.7% | -0.9% | +2.8% |
| 6M | +38.1% | +39.1% | -1.0% | +25.7% |
| YTD | +31.2% | +17.7% | +13.6% | +22.1% |
| 1Y | +22.1% | +8.4% | +13.7% | +15.1% |
| 3Y | +12.2% | -36.6% | +48.8% | +15.0% |
| 5Y | -66.5% | -19.1% | -47.4% | -68.7% |
| 10Y | +433.4% | +262.8% | +170.6% | +232.0% |
| All | +142.5% | +216.4% | -73.9% | +53.5% |
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