-25.7%
GIS vs MOH
-19.7%
-6.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -6.4% | +1.7% | -8.1% | -6.6% |
| 30D | -6.1% | -0.9% | -5.2% | -6.0% |
| 3M | +7.8% | +5.7% | +2.1% | +7.2% |
| 6M | -8.8% | +39.1% | -47.9% | -12.0% |
| YTD | -19.1% | +17.7% | -36.8% | -21.1% |
| 1Y | -24.8% | +8.4% | -33.1% | -26.1% |
| 3Y | -37.6% | -36.6% | -1.0% | -35.9% |
| All | -25.7% | -19.7% | -6.0% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling