-10.3%
GFS vs MOH
-30.6%
+20.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +7.4% | +0.2% | +7.1% | +7.4% |
| 30D | -15.3% | +0.1% | -15.4% | -15.3% |
| 3M | -21.1% | +1.8% | -22.9% | -21.3% |
| 6M | -44.5% | +9.1% | -53.6% | -45.1% |
| YTD | +19.2% | +20.7% | -1.5% | +15.3% |
| 1Y | +27.2% | +51.3% | -24.0% | +19.1% |
| 3Y | -20.1% | -42.0% | +21.9% | -15.2% |
| 5Y | -25.6% | -33.1% | +7.5% | -27.0% |
| All | -10.3% | -30.6% | +20.3% | -13.8% |
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