+147.5%
GE vs MOH
+264.4%
-116.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.4% |
| 7D | -4.0% | +1.7% | -5.7% | -4.2% |
| 30D | -11.4% | -0.9% | -10.5% | -11.3% |
| 3M | -2.6% | +5.7% | -8.3% | -3.7% |
| 6M | -0.3% | +39.1% | -39.5% | -5.4% |
| YTD | +5.4% | +17.7% | -12.3% | +1.1% |
| 1Y | +15.5% | +8.4% | +7.2% | +11.5% |
| 3Y | +260.8% | -36.6% | +297.3% | +267.7% |
| 5Y | +421.6% | -19.1% | +440.7% | +397.5% |
| All | +147.5% | +264.4% | -116.9% | +91.7% |
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