+73.0%
IBM vs MOH
-37.5%
+110.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.6% | -2.5% |
| 7D | -0.3% | -1.3% | +1.0% | -0.3% |
| 30D | -1.8% | +3.0% | -4.8% | -1.9% |
| 3M | -13.5% | +1.2% | -14.7% | -13.4% |
| 6M | -5.1% | +41.7% | -46.8% | -6.0% |
| YTD | -19.4% | +15.4% | -34.8% | -19.6% |
| 1Y | -6.5% | +11.8% | -18.3% | -6.8% |
| All | +73.0% | -37.5% | +110.5% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling