+170.6%
GD vs MOH
+319.7%
-149.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | +0.6% | -7.6% | +8.2% | +1.7% |
| 30D | +9.5% | +2.4% | +7.1% | +8.9% |
| 3M | -5.8% | +7.6% | -13.4% | -7.1% |
| 6M | +7.7% | +13.0% | -5.3% | +5.0% |
| YTD | +11.1% | +20.6% | -9.5% | +5.8% |
| 1Y | +6.1% | +45.8% | -39.7% | -2.1% |
| 3Y | +59.8% | -41.6% | +101.4% | +65.8% |
| 5Y | +104.6% | -33.1% | +137.7% | +104.2% |
| 10Y | +170.6% | +340.2% | -169.7% | +119.9% |
| All | +170.6% | +319.7% | -149.1% | +119.9% |
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