+43.0%
EXC vs MOH
-19.7%
+62.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | -1.1% | +1.7% | -2.8% | -1.3% |
| 30D | -3.6% | -0.9% | -2.8% | -3.6% |
| 3M | -4.3% | +5.7% | -10.0% | -5.1% |
| 6M | -9.9% | +39.1% | -49.1% | -13.6% |
| YTD | +1.8% | +17.7% | -15.9% | -1.4% |
| 1Y | +2.9% | +8.4% | -5.5% | +0.3% |
| 3Y | +19.1% | -36.6% | +55.7% | +22.2% |
| All | +43.0% | -19.7% | +62.6% | +39.0% |
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