+222.9%
EWY vs MOH
-36.3%
+259.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.3% | +3.3% |
| 7D | -0.1% | +1.7% | -1.8% | 0.0% |
| 30D | +7.3% | -0.9% | +8.2% | +7.3% |
| 3M | -5.1% | +5.7% | -10.8% | -5.2% |
| 6M | +42.1% | +39.1% | +2.9% | +41.6% |
| YTD | +94.1% | +17.7% | +76.4% | +93.2% |
| 1Y | +147.8% | +8.4% | +139.4% | +147.2% |
| 3Y | +222.9% | -36.6% | +259.5% | +216.2% |
| All | +222.9% | -36.3% | +259.2% | +216.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling