+1,539.4%
GD vs MOH
+1,373.9%
+165.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| YTD | +11.1% | +18.9% | -7.8% | +6.3% |
| 1Y | +7.0% | +46.5% | -39.4% | -0.7% |
| 3Y | +59.9% | -42.4% | +102.3% | +64.8% |
| 5Y | +102.5% | -31.8% | +134.3% | +101.7% |
| 10Y | +174.0% | +309.6% | -135.6% | +103.5% |
| All | +1,539.4% | +1,373.9% | +165.5% | +843.5% |
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 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