+103.6%
FFIV vs MOH
-19.7%
+123.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +3.1% |
| 7D | +5.4% | +1.7% | +3.7% | +5.3% |
| 30D | -2.7% | -0.9% | -1.8% | -2.6% |
| 3M | +4.5% | +5.7% | -1.2% | +4.0% |
| 6M | +42.2% | +39.1% | +3.1% | +37.7% |
| YTD | +61.3% | +17.7% | +43.6% | +57.6% |
| 1Y | +23.0% | +8.4% | +14.7% | +20.8% |
| 3Y | +156.3% | -36.6% | +192.8% | +159.9% |
| All | +103.6% | -19.7% | +123.3% | +86.8% |
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