+169.7%
EXE vs MOH
-1.6%
+171.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.3% |
| 7D | -3.1% | +1.7% | -4.9% | -3.3% |
| 30D | -0.9% | -0.9% | 0.0% | -0.9% |
| 3M | +9.6% | +5.7% | +3.8% | +8.8% |
| 6M | -11.6% | +39.1% | -50.7% | -14.4% |
| YTD | -12.6% | +17.7% | -30.2% | -14.6% |
| 1Y | +1.2% | +8.4% | -7.2% | -0.6% |
| 3Y | +18.0% | -36.6% | +54.6% | +19.8% |
| 5Y | +101.1% | -19.1% | +120.2% | +98.8% |
| All | +169.7% | -1.6% | +171.3% | +186.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling