+739.2%
EWZ vs MOH
+1,334.3%
-595.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +6.5% | +0.4% | +6.1% | +6.4% |
| 30D | +4.8% | +2.9% | +1.9% | +4.1% |
| 3M | +9.9% | +4.1% | +5.7% | +8.5% |
| 6M | +1.9% | +33.8% | -31.9% | -5.1% |
| YTD | +20.3% | +15.7% | +4.6% | +13.7% |
| 1Y | +35.6% | +17.5% | +18.1% | +26.5% |
| 3Y | +43.4% | -35.3% | +78.8% | +45.2% |
| 5Y | +55.9% | -26.9% | +82.9% | +51.3% |
| 10Y | +84.2% | +262.9% | -178.8% | +16.2% |
| All | +739.2% | +1,334.3% | -595.1% | +218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling