+646.6%
FICO vs MOH
+246.4%
+400.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.5% | +5.6% |
| 7D | -10.6% | -4.2% | -6.4% | -9.7% |
| 30D | -6.3% | -2.4% | -4.0% | -6.0% |
| 3M | -19.7% | -4.4% | -15.4% | -19.2% |
| 6M | -31.8% | +32.9% | -64.7% | -36.3% |
| YTD | -41.8% | +11.9% | -53.7% | -44.6% |
| 1Y | -36.4% | +6.9% | -43.4% | -39.4% |
| 3Y | +9.3% | -39.4% | +48.7% | +13.4% |
| 5Y | +113.0% | -25.0% | +138.0% | +102.8% |
| All | +646.6% | +246.4% | +400.3% | +400.0% |
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