+92.4%
FOXA vs MOH
+49.4%
+42.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.9% |
| 7D | +0.8% | +1.7% | -0.9% | +0.6% |
| 30D | +5.0% | -0.9% | +5.9% | +5.2% |
| 3M | -3.0% | +5.7% | -8.7% | -4.0% |
| 6M | +14.8% | +39.1% | -24.4% | +8.7% |
| YTD | -8.9% | +17.7% | -26.6% | -12.3% |
| 1Y | +13.3% | +8.4% | +4.9% | +9.8% |
| 3Y | +115.4% | -36.6% | +152.0% | +119.5% |
| 5Y | +95.3% | -19.1% | +114.4% | +83.0% |
| All | +92.4% | +49.4% | +42.9% | +41.6% |
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 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