+188.3%
ITW vs MOH
+264.4%
-76.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.8% |
| 7D | -0.7% | +1.7% | -2.4% | -1.0% |
| 30D | -8.3% | -0.9% | -7.4% | -8.2% |
| 3M | +6.0% | +5.7% | +0.3% | +4.7% |
| 6M | 0.0% | +39.1% | -39.1% | -5.9% |
| YTD | +10.2% | +17.7% | -7.5% | +5.3% |
| 1Y | +3.2% | +8.4% | -5.2% | -0.7% |
| 3Y | +21.0% | -36.6% | +57.5% | +23.8% |
| 5Y | +37.9% | -19.1% | +57.0% | +32.4% |
| All | +188.3% | +264.4% | -76.1% | +126.1% |
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