+2,026.8%
FICO vs MOH
+1,396.4%
+630.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +0.1% | +0.1% | -0.1% | -0.1% |
| 3M | -35.2% | +1.8% | -37.0% | -35.7% |
| 6M | -32.4% | +9.1% | -41.5% | -34.1% |
| YTD | -57.4% | +20.7% | -78.1% | -60.3% |
| 1Y | -58.5% | +51.3% | -109.8% | -63.3% |
| 3Y | -28.9% | -42.0% | +13.1% | -25.8% |
| 5Y | +91.7% | -33.1% | +124.8% | +90.8% |
| 10Y | +531.9% | +340.8% | +191.1% | +288.7% |
| All | +2,026.8% | +1,396.4% | +630.4% | +738.5% |
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