+90.5%
FITB vs MOH
+1,286.6%
-1,196.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -0.4% | -4.2% | +3.8% | +0.7% |
| 30D | -5.1% | -2.4% | -2.8% | -4.7% |
| 3M | +3.5% | -4.4% | +7.9% | +4.1% |
| 6M | +17.2% | +32.9% | -15.7% | +7.4% |
| YTD | +17.6% | +11.9% | +5.8% | +10.3% |
| 1Y | +23.4% | +6.9% | +16.4% | +15.8% |
| 3Y | +129.7% | -39.4% | +169.2% | +135.5% |
| 5Y | +68.4% | -25.0% | +93.4% | +59.1% |
| 10Y | +285.6% | +244.9% | +40.8% | +111.2% |
| All | +90.5% | +1,286.6% | -1,196.1% | -42.4% |
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