+62.4%
EWY vs MOH
+53.5%
+8.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.9% | -10.8% | -0.8% |
| 7D | -8.3% | +14.3% | -22.6% | -6.7% |
| 30D | -20.5% | +16.7% | -37.2% | -19.0% |
| 3M | -11.1% | +18.3% | -29.4% | -9.2% |
| 6M | -7.0% | +15.8% | -22.8% | -5.2% |
| YTD | +56.5% | +30.5% | +26.0% | +57.2% |
| 1Y | +62.4% | +49.3% | +13.2% | +64.9% |
| All | +62.4% | +53.5% | +8.9% | +64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling