+143.8%
IBM vs MOH
+264.4%
-120.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.7% |
| 7D | +3.6% | +1.7% | +1.9% | +3.4% |
| 30D | +3.1% | -0.9% | +4.0% | +3.2% |
| 3M | -10.8% | +5.7% | -16.6% | -11.6% |
| 6M | -0.8% | +39.1% | -39.9% | -5.5% |
| YTD | -16.2% | +17.7% | -33.9% | -19.2% |
| 1Y | -2.9% | +8.4% | -11.3% | -5.7% |
| 3Y | +79.8% | -36.6% | +116.4% | +84.2% |
| 5Y | +124.9% | -19.1% | +144.0% | +117.6% |
| All | +143.8% | +264.4% | -120.6% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling