+459.7%
GLW vs MOH
-37.5%
+497.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.3% | -3.0% |
| 7D | +11.7% | -1.3% | +13.0% | +11.7% |
| 30D | +2.7% | +3.0% | -0.3% | +2.9% |
| 3M | -2.8% | +1.2% | -4.0% | -2.6% |
| 6M | +20.2% | +41.7% | -21.6% | +23.6% |
| YTD | +87.3% | +15.4% | +71.9% | +89.5% |
| 1Y | +119.6% | +11.8% | +107.8% | +122.0% |
| All | +459.7% | -37.5% | +497.2% | +451.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling