+54.2%
EWT vs MOH
+44.5%
+9.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.1% | +2.0% |
| 7D | -1.1% | +1.7% | -2.8% | -0.9% |
| 30D | +4.5% | -0.9% | +5.3% | +4.4% |
| 3M | +8.3% | +5.7% | +2.5% | +9.0% |
| 6M | +54.2% | +39.1% | +15.1% | +60.0% |
| All | +54.2% | +44.5% | +9.7% | +60.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling