+4,763.3%
FFIV vs MOH
+1,286.6%
+3,476.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.1% |
| 7D | +3.5% | -4.2% | +7.7% | +4.4% |
| 30D | -1.3% | -2.4% | +1.1% | -0.9% |
| 3M | +2.4% | -4.4% | +6.8% | +3.0% |
| 6M | +41.8% | +32.9% | +8.9% | +32.4% |
| YTD | +58.5% | +11.9% | +46.7% | +51.1% |
| 1Y | +24.3% | +6.9% | +17.4% | +18.7% |
| 3Y | +152.0% | -39.4% | +191.5% | +159.5% |
| 5Y | +99.1% | -25.0% | +124.1% | +92.7% |
| 10Y | +242.8% | +244.9% | -2.1% | +114.0% |
| All | +4,763.3% | +1,286.6% | +3,476.7% | +1,867.3% |
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