+60.1%
EWZ vs MOH
-26.3%
+86.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | -0.1% | -4.2% | +4.1% | +0.2% |
| 30D | +8.2% | -2.4% | +10.6% | +8.3% |
| 3M | +13.3% | -4.4% | +17.7% | +13.5% |
| 6M | +3.6% | +32.9% | -29.3% | +1.2% |
| YTD | +21.0% | +11.9% | +9.1% | +19.2% |
| 1Y | +34.7% | +6.9% | +27.7% | +32.7% |
| 3Y | +48.3% | -39.4% | +87.7% | +50.6% |
| 5Y | +60.1% | -25.0% | +85.0% | +51.5% |
| All | +60.1% | -26.3% | +86.4% | +51.5% |
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 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