+6,182.4%
FIX vs MOH
+257.3%
+5,925.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -1.9% |
| 7D | +0.7% | -1.3% | +2.0% | +0.8% |
| 30D | -5.7% | +3.0% | -8.7% | -6.1% |
| 3M | -7.4% | +1.2% | -8.6% | -8.0% |
| 6M | +15.1% | +41.7% | -26.6% | +8.9% |
| YTD | +70.7% | +15.4% | +55.3% | +64.1% |
| 1Y | +111.9% | +11.8% | +100.2% | +103.2% |
| 3Y | +759.5% | -37.5% | +797.0% | +765.4% |
| 5Y | +2,164.4% | -20.6% | +2,185.0% | +2,035.0% |
| All | +6,182.4% | +257.3% | +5,925.1% | +4,970.4% |
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 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