+2,653.1%
FICO vs MOH
+1,334.3%
+1,318.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.6% | -16.5% |
| 7D | -19.2% | +0.4% | -19.6% | -19.2% |
| 30D | -14.6% | +2.9% | -17.5% | -15.2% |
| 3M | -20.1% | +4.1% | -24.2% | -20.9% |
| 6M | -36.3% | +33.8% | -70.2% | -40.8% |
| YTD | -44.9% | +15.7% | -60.6% | -47.9% |
| 1Y | -38.6% | +17.5% | -56.2% | -42.8% |
| 3Y | +4.0% | -35.3% | +39.3% | +5.9% |
| 5Y | +99.5% | -26.9% | +126.4% | +94.5% |
| 10Y | +604.7% | +262.9% | +341.8% | +351.4% |
| All | +2,653.1% | +1,334.3% | +1,318.8% | +999.5% |
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