+1,638.2%
GS vs MOH
+1,334.3%
+303.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +0.9% | +0.4% | +0.5% | +0.9% |
| 30D | -1.6% | +2.9% | -4.5% | -2.2% |
| 3M | -4.5% | +4.1% | -8.6% | -5.7% |
| 6M | +20.9% | +33.8% | -13.0% | +13.0% |
| YTD | +19.9% | +15.7% | +4.2% | +13.5% |
| 1Y | +41.4% | +17.5% | +23.9% | +32.3% |
| 3Y | +239.2% | -35.3% | +274.5% | +241.0% |
| 5Y | +185.0% | -26.9% | +212.0% | +175.0% |
| 10Y | +655.0% | +262.9% | +392.0% | +375.1% |
| All | +1,638.2% | +1,334.3% | +303.9% | +591.4% |
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