+137.1%
GLD vs MOH
-23.8%
+160.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -1.7% |
| 7D | -3.4% | -1.3% | -2.1% | -3.4% |
| 30D | -1.1% | +3.0% | -4.1% | -1.1% |
| 3M | +5.8% | +1.2% | +4.6% | +5.9% |
| 6M | -17.1% | +41.7% | -58.8% | -16.7% |
| YTD | 0.0% | +15.4% | -15.4% | +0.2% |
| 1Y | +18.2% | +11.8% | +6.4% | +18.5% |
| 3Y | +122.6% | -37.5% | +160.1% | +121.5% |
| 5Y | +137.1% | -20.6% | +157.7% | +141.8% |
| All | +137.1% | -23.8% | +160.9% | +141.8% |
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 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