+141.9%
EWJ vs MOH
+264.4%
-122.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +2.0% |
| 7D | +0.3% | +1.7% | -1.4% | +0.1% |
| 30D | +0.8% | -0.9% | +1.7% | +0.8% |
| 3M | +7.5% | +5.7% | +1.8% | +6.8% |
| 6M | +15.6% | +39.1% | -23.5% | +11.7% |
| YTD | +22.7% | +17.7% | +5.0% | +19.6% |
| 1Y | +26.4% | +8.4% | +18.0% | +23.8% |
| 3Y | +72.5% | -36.6% | +109.1% | +74.9% |
| 5Y | +52.4% | -19.1% | +71.5% | +48.7% |
| All | +141.9% | +264.4% | -122.5% | +99.7% |
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