+13.1%
GSK vs MOH
+53.5%
-40.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.9% | -3.9% | +4.8% |
| 7D | +4.9% | +14.3% | -9.4% | +4.7% |
| 30D | +9.9% | +16.7% | -6.8% | +9.7% |
| 3M | +0.2% | +18.3% | -18.2% | +0.1% |
| 6M | +2.3% | +15.8% | -13.5% | +2.1% |
| YTD | +7.1% | +30.5% | -23.4% | +5.1% |
| 1Y | +13.1% | +49.3% | -36.1% | +9.4% |
| All | +13.1% | +53.5% | -40.4% | +9.4% |
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 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