+3.6%
GOOG vs MOH
+53.5%
-49.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.9% | -5.7% | +2.4% |
| 7D | -10.7% | +14.3% | -25.0% | -11.9% |
| 30D | -16.4% | +16.7% | -33.1% | -17.6% |
| 3M | -23.4% | +18.3% | -41.7% | -24.6% |
| 6M | -24.2% | +15.8% | -40.0% | -25.1% |
| YTD | -8.3% | +30.5% | -38.7% | -9.8% |
| 1Y | +3.6% | +49.3% | -45.7% | +2.3% |
| All | +3.6% | +53.5% | -49.9% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling