+7.0%
GLXY vs MOH
-35.5%
+42.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +1.3% |
| 7D | -7.3% | +1.7% | -9.0% | -7.2% |
| 30D | +15.7% | -0.9% | +16.6% | +15.8% |
| 3M | -26.7% | +5.7% | -32.4% | -26.1% |
| 6M | +13.7% | +39.1% | -25.4% | +17.6% |
| YTD | +9.1% | +17.7% | -8.6% | +10.8% |
| 1Y | -15.5% | +8.4% | -23.9% | -15.1% |
| All | +7.0% | -35.5% | +42.5% | -12.8% |
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 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