+303.5%
EWY vs MOH
+264.4%
+39.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.3% | +3.0% |
| 7D | -0.1% | +1.7% | -1.8% | -0.3% |
| 30D | +7.3% | -0.9% | +8.2% | +7.3% |
| 3M | -5.1% | +5.7% | -10.8% | -6.3% |
| 6M | +42.1% | +39.1% | +2.9% | +34.5% |
| YTD | +94.1% | +17.7% | +76.4% | +86.2% |
| 1Y | +147.8% | +8.4% | +139.4% | +139.2% |
| 3Y | +222.9% | -36.6% | +259.5% | +228.3% |
| 5Y | +150.6% | -19.1% | +169.7% | +138.3% |
| All | +303.5% | +264.4% | +39.1% | +186.5% |
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