+54.2%
EWZ vs MOH
-33.1%
+87.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +0.8% | +0.2% | +0.5% | +0.7% |
| 30D | -24.4% | +0.1% | -24.5% | -24.4% |
| 3M | -4.6% | +1.8% | -6.4% | -4.8% |
| 6M | -11.6% | +9.1% | -20.7% | -12.2% |
| YTD | +2.4% | +20.7% | -18.3% | +0.4% |
| 1Y | +2.1% | +51.3% | -49.2% | -2.0% |
| 3Y | +18.7% | -42.0% | +60.7% | +23.3% |
| All | +54.2% | -33.1% | +87.3% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling