+24.3%
ILMN vs MOH
+264.4%
-240.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.1% |
| 7D | -5.4% | +1.7% | -7.1% | -5.8% |
| 30D | +7.0% | -0.9% | +7.9% | +7.1% |
| 3M | +24.2% | +5.7% | +18.5% | +21.7% |
| 6M | +69.9% | +39.1% | +30.8% | +54.2% |
| YTD | +57.4% | +17.7% | +39.7% | +47.5% |
| 1Y | +107.9% | +8.4% | +99.5% | +96.6% |
| 3Y | +37.1% | -36.6% | +73.7% | +41.1% |
| 5Y | -53.7% | -19.1% | -34.6% | -55.9% |
| All | +24.3% | +264.4% | -240.0% | -18.1% |
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