+117.8%
EW vs MOH
+264.4%
-146.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.7% | -3.1% |
| 7D | -6.2% | +1.7% | -7.9% | -6.4% |
| 30D | -9.3% | -0.9% | -8.4% | -9.2% |
| 3M | -1.6% | +5.7% | -7.3% | -2.8% |
| 6M | -0.8% | +39.1% | -40.0% | -6.5% |
| YTD | -1.0% | +17.7% | -18.7% | -5.2% |
| 1Y | +8.2% | +8.4% | -0.2% | +4.4% |
| 3Y | +12.7% | -36.6% | +49.3% | +14.0% |
| 5Y | -30.2% | -19.1% | -11.1% | -34.4% |
| All | +117.8% | +264.4% | -146.6% | +52.8% |
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