+32.8%
EWZ vs MOH
+4.9%
+27.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -2.9% | -0.9% |
| 7D | +0.9% | +1.7% | -0.8% | +0.9% |
| 30D | +12.8% | -0.9% | +13.7% | +12.8% |
| 3M | +10.8% | +5.7% | +5.0% | +11.1% |
| 6M | +2.5% | +39.1% | -36.6% | +3.5% |
| YTD | +21.4% | +17.7% | +3.7% | +22.5% |
| 1Y | +32.8% | +8.4% | +24.4% | +33.4% |
| All | +32.8% | +4.9% | +27.9% | +33.4% |
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