+170.7%
GD vs MOH
+313.9%
-143.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | -1.9% | -0.7% | -1.2% | -1.9% |
| 30D | +10.9% | +4.8% | +6.1% | +10.0% |
| 3M | -6.8% | +3.8% | -10.5% | -7.5% |
| 6M | +7.0% | +11.0% | -4.0% | +4.6% |
| YTD | +11.1% | +18.9% | -7.8% | +6.1% |
| 1Y | +7.0% | +46.5% | -39.4% | -1.3% |
| 3Y | +59.9% | -42.4% | +102.3% | +66.3% |
| 5Y | +102.5% | -31.8% | +134.3% | +101.2% |
| All | +170.7% | +313.9% | -143.1% | +120.5% |
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