+1.3%
GFS vs MOH
-32.3%
+33.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +2.0% |
| 7D | +3.8% | +1.7% | +2.1% | +3.7% |
| 30D | -11.7% | -0.9% | -10.8% | -11.7% |
| 3M | -41.8% | +5.7% | -47.5% | -42.2% |
| 6M | +6.6% | +39.1% | -32.5% | +2.9% |
| YTD | +34.6% | +17.7% | +17.0% | +30.7% |
| 1Y | +46.2% | +8.4% | +37.8% | +42.8% |
| 3Y | -20.3% | -36.6% | +16.2% | -19.3% |
| All | +1.3% | -32.3% | +33.7% | -2.3% |
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