+3,214.9%
GLW vs MOH
+1,286.6%
+1,928.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +16.9% | -4.2% | +21.1% | +17.7% |
| 30D | +7.0% | -2.4% | +9.4% | +7.3% |
| 3M | -3.0% | -4.4% | +1.4% | -2.5% |
| 6M | +31.0% | +32.9% | -2.0% | +23.8% |
| YTD | +93.4% | +11.9% | +81.5% | +85.1% |
| 1Y | +134.7% | +6.9% | +127.8% | +124.6% |
| 3Y | +471.8% | -39.4% | +511.2% | +480.6% |
| 5Y | +394.5% | -25.0% | +419.4% | +373.6% |
| 10Y | +867.9% | +244.9% | +623.1% | +559.5% |
| All | +3,214.9% | +1,286.6% | +1,928.3% | +1,308.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling