+1,495.8%
GD vs MOH
+1,334.3%
+161.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | -5.3% | +0.4% | -5.7% | -5.3% |
| 30D | -6.4% | +2.9% | -9.3% | -6.8% |
| 3M | +5.7% | +4.1% | +1.6% | +4.7% |
| 6M | -0.9% | +33.8% | -34.8% | -5.7% |
| YTD | +8.2% | +15.7% | -7.5% | +4.2% |
| 1Y | +13.4% | +17.5% | -4.1% | +8.3% |
| 3Y | +68.5% | -35.3% | +103.8% | +70.9% |
| 5Y | +97.2% | -26.9% | +124.1% | +94.7% |
| 10Y | +190.2% | +262.9% | -72.7% | +118.8% |
| All | +1,495.8% | +1,334.3% | +161.5% | +824.4% |
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 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