+629.5%
FICO vs MOH
+257.3%
+372.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.0% |
| 7D | -14.1% | -1.3% | -12.8% | -13.9% |
| 30D | -7.5% | +3.0% | -10.4% | -8.2% |
| 3M | -21.3% | +1.2% | -22.5% | -21.7% |
| 6M | -25.2% | +41.7% | -67.0% | -31.2% |
| YTD | -43.2% | +15.4% | -58.6% | -46.3% |
| 1Y | -37.2% | +11.8% | -49.0% | -40.7% |
| 3Y | +6.8% | -37.5% | +44.3% | +10.1% |
| 5Y | +112.8% | -20.6% | +133.5% | +99.7% |
| All | +629.5% | +257.3% | +372.2% | +385.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling