+3,080.1%
EW vs MOH
+1,286.6%
+1,793.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -5.1% | -4.2% | -0.9% | -4.5% |
| 30D | -6.4% | -2.4% | -4.0% | -6.1% |
| 3M | -1.6% | -4.4% | +2.8% | -1.2% |
| 6M | +2.3% | +32.9% | -30.7% | -2.6% |
| YTD | +1.1% | +11.9% | -10.8% | -2.2% |
| 1Y | +8.0% | +6.9% | +1.1% | +4.5% |
| 3Y | +16.3% | -39.4% | +55.8% | +18.0% |
| 5Y | -29.4% | -25.0% | -4.4% | -31.4% |
| 10Y | +125.6% | +244.9% | -119.3% | +67.6% |
| All | +3,080.1% | +1,286.6% | +1,793.4% | +1,911.8% |
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 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