+255.6%
GSK vs MOH
+1,330.6%
-1,075.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.4% |
| 7D | -5.4% | -1.3% | -4.1% | -5.3% |
| 30D | -4.6% | +3.0% | -7.6% | -5.0% |
| 3M | -5.1% | +1.2% | -6.3% | -5.5% |
| 6M | -11.4% | +41.7% | -53.1% | -15.7% |
| YTD | +0.7% | +15.4% | -14.7% | -2.5% |
| 1Y | +23.0% | +11.8% | +11.2% | +18.8% |
| 3Y | +48.0% | -37.5% | +85.5% | +50.9% |
| 5Y | +48.2% | -20.6% | +68.9% | +45.7% |
| 10Y | +80.0% | +255.8% | -175.8% | +43.5% |
| All | +255.6% | +1,330.6% | -1,075.0% | +127.1% |
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