+92.9%
FICO vs MOH
-31.0%
+123.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.4% |
| 7D | +4.0% | -7.6% | +11.6% | +4.9% |
| 30D | -1.5% | +2.4% | -3.9% | -1.9% |
| 3M | -29.8% | +7.6% | -37.4% | -30.5% |
| 6M | -33.3% | +13.0% | -46.2% | -34.3% |
| YTD | -56.9% | +20.6% | -77.5% | -58.2% |
| 1Y | -59.5% | +45.8% | -105.3% | -61.6% |
| 3Y | -26.9% | -41.6% | +14.7% | -23.1% |
| 5Y | +92.9% | -33.1% | +126.0% | +81.3% |
| All | +92.9% | -31.0% | +123.9% | +81.3% |
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 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