+3,859.3%
GWW vs MOH
+1,358.8%
+2,500.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.4% |
| 7D | -3.4% | +1.7% | -5.1% | -3.6% |
| 30D | -1.9% | -0.9% | -1.0% | -1.8% |
| 3M | -2.4% | +5.7% | -8.1% | -3.6% |
| 6M | +15.7% | +39.1% | -23.4% | +8.9% |
| YTD | +27.6% | +17.7% | +9.9% | +22.0% |
| 1Y | +27.2% | +8.4% | +18.8% | +22.5% |
| 3Y | +89.7% | -36.6% | +126.2% | +93.3% |
| 5Y | +223.9% | -19.1% | +243.0% | +214.5% |
| 10Y | +567.1% | +262.8% | +304.3% | +389.1% |
| All | +3,859.3% | +1,358.8% | +2,500.5% | +2,137.3% |
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 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