+66.7%
FITB vs MOH
-19.7%
+86.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.4% |
| 7D | -0.3% | +1.7% | -2.0% | -0.4% |
| 30D | -5.7% | -0.9% | -4.8% | -5.6% |
| 3M | +3.2% | +5.7% | -2.5% | +2.7% |
| 6M | +23.4% | +39.1% | -15.7% | +20.5% |
| YTD | +18.8% | +17.7% | +1.1% | +16.8% |
| 1Y | +25.0% | +8.4% | +16.6% | +23.3% |
| 3Y | +131.2% | -36.6% | +167.8% | +131.7% |
| All | +66.7% | -19.7% | +86.4% | +54.6% |
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