+60.7%
FDX vs MOH
-37.5%
+98.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.3% | +0.7% |
| 7D | -3.9% | -1.3% | -2.6% | -3.8% |
| 30D | -3.3% | +3.0% | -6.2% | -3.5% |
| 3M | -2.0% | +1.2% | -3.2% | -2.2% |
| 6M | +8.0% | +41.7% | -33.7% | +5.8% |
| YTD | +35.0% | +15.4% | +19.6% | +32.8% |
| 1Y | +73.7% | +11.8% | +61.9% | +70.6% |
| All | +60.7% | -37.5% | +98.2% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling