+538.9%
FICO vs MOH
+339.9%
+199.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +1.4% | -3.1% | +4.5% | +2.1% |
| 30D | -0.8% | +0.2% | -0.9% | -1.0% |
| 3M | -31.3% | +1.8% | -33.1% | -31.8% |
| 6M | -33.9% | +9.5% | -43.5% | -35.7% |
| YTD | -57.6% | +20.9% | -78.5% | -60.4% |
| 1Y | -59.7% | +48.8% | -108.4% | -64.3% |
| 3Y | -28.0% | -41.4% | +13.4% | -24.0% |
| 5Y | +91.0% | -33.0% | +124.0% | +89.5% |
| All | +538.9% | +339.9% | +199.0% | +307.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling