+851.8%
GLW vs MOH
+264.4%
+587.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.7% |
| 7D | +7.8% | +1.7% | +6.1% | +7.6% |
| 30D | -0.4% | -0.9% | +0.5% | -0.4% |
| 3M | -5.6% | +5.7% | -11.3% | -6.5% |
| 6M | +26.7% | +39.1% | -12.4% | +20.3% |
| YTD | +91.0% | +17.7% | +73.4% | +82.8% |
| 1Y | +122.4% | +8.4% | +114.0% | +114.2% |
| 3Y | +471.0% | -36.6% | +507.6% | +477.9% |
| 5Y | +385.6% | -19.1% | +404.7% | +351.8% |
| All | +851.8% | +264.4% | +587.5% | +574.0% |
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