+155.6%
GS vs MOH
-33.1%
+188.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +5.9% | +0.2% | +5.6% | +5.8% |
| 30D | +4.3% | +0.1% | +4.2% | +4.3% |
| 3M | -11.7% | +1.8% | -13.5% | -11.7% |
| 6M | -3.2% | +9.1% | -12.3% | -3.5% |
| YTD | +5.8% | +20.7% | -14.9% | +4.8% |
| 1Y | +16.0% | +51.3% | -35.3% | +13.3% |
| 3Y | +199.8% | -42.0% | +241.7% | +207.9% |
| All | +155.6% | -33.1% | +188.7% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling