+159.7%
GILD vs MOH
+264.4%
-104.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.7% | -1.0% |
| 7D | -4.8% | +1.7% | -6.5% | -5.0% |
| 30D | +5.8% | -0.9% | +6.7% | +5.9% |
| 3M | +14.9% | +5.7% | +9.2% | +13.9% |
| 6M | -0.4% | +39.1% | -39.5% | -4.9% |
| YTD | +18.5% | +17.7% | +0.8% | +14.4% |
| 1Y | +25.1% | +8.4% | +16.7% | +21.6% |
| 3Y | +105.9% | -36.6% | +142.5% | +110.8% |
| 5Y | +143.0% | -19.1% | +162.1% | +139.3% |
| All | +159.7% | +264.4% | -104.6% | +119.4% |
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