+3,553.2%
FIX vs MOH
+339.2%
+3,214.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +9.4% | +0.2% | +9.2% | +9.4% |
| 30D | -27.8% | +0.1% | -27.9% | -28.0% |
| 3M | -35.6% | +1.8% | -37.4% | -36.1% |
| 6M | -45.2% | +9.1% | -54.4% | -46.4% |
| YTD | +19.5% | +20.7% | -1.2% | +13.3% |
| 1Y | +24.2% | +51.3% | -27.0% | +13.5% |
| 3Y | +494.2% | -42.0% | +536.1% | +510.7% |
| 5Y | +1,036.1% | -33.1% | +1,069.3% | +1,010.2% |
| All | +3,553.2% | +339.2% | +3,214.0% | +2,579.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling