+385.4%
EXC vs MOH
+1,302.1%
-916.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.0% |
| 7D | +1.2% | -3.3% | +4.6% | +1.7% |
| 30D | -2.7% | -0.1% | -2.6% | -2.8% |
| 3M | -1.0% | -1.1% | +0.1% | -1.1% |
| 6M | -9.3% | +35.9% | -45.1% | -13.4% |
| YTD | +3.6% | +13.1% | -9.5% | +0.4% |
| 1Y | +5.9% | +11.8% | -5.9% | +2.2% |
| 3Y | +21.3% | -38.7% | +60.0% | +23.9% |
| 5Y | +46.2% | -25.1% | +71.3% | +44.4% |
| 10Y | +151.5% | +243.8% | -92.4% | +99.5% |
| All | +385.4% | +1,302.1% | -916.7% | +216.5% |
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