+311.5%
GE vs MOH
+1,286.6%
-975.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.7% |
| 7D | -1.2% | -4.2% | +3.0% | -0.6% |
| 30D | -11.3% | -2.4% | -8.9% | -11.0% |
| 3M | -1.4% | -4.4% | +3.0% | -1.1% |
| 6M | +1.2% | +32.9% | -31.7% | -4.1% |
| YTD | +5.9% | +11.9% | -5.9% | +1.8% |
| 1Y | +18.4% | +6.9% | +11.5% | +13.7% |
| 3Y | +271.0% | -39.4% | +310.4% | +279.0% |
| 5Y | +417.9% | -25.0% | +442.9% | +403.1% |
| 10Y | +152.0% | +244.9% | -92.9% | +77.9% |
| All | +311.5% | +1,286.6% | -975.2% | +109.6% |
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