+93.8%
GD vs MOH
-26.8%
+120.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.6% |
| 7D | -3.5% | -3.3% | -0.1% | -3.2% |
| 30D | -9.0% | -0.1% | -9.0% | -9.1% |
| 3M | +5.1% | -1.1% | +6.1% | +4.9% |
| 6M | -1.0% | +35.9% | -36.9% | -4.6% |
| YTD | +7.3% | +13.1% | -5.8% | +4.6% |
| 1Y | +12.4% | +11.8% | +0.6% | +9.1% |
| 3Y | +73.7% | -38.7% | +112.4% | +76.7% |
| 5Y | +93.8% | -25.1% | +118.9% | +85.8% |
| All | +93.8% | -26.8% | +120.6% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling