+1,311.2%
FERG vs MOH
+1,194.2%
+117.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.6% |
| 7D | -2.6% | +1.7% | -4.3% | -2.7% |
| 30D | -8.9% | -0.9% | -8.0% | -8.9% |
| 3M | -2.0% | +5.7% | -7.8% | -2.5% |
| 6M | -3.2% | +39.1% | -42.3% | -5.3% |
| YTD | +1.5% | +17.7% | -16.2% | -0.1% |
| 1Y | +0.5% | +8.4% | -7.9% | -0.9% |
| 3Y | +50.4% | -36.6% | +87.0% | +51.8% |
| 5Y | +68.7% | -19.1% | +87.8% | +67.9% |
| 10Y | +351.3% | +262.8% | +88.5% | +319.4% |
| All | +1,311.2% | +1,194.2% | +117.0% | +1,182.6% |
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