+590.9%
JPM vs MOH
+264.4%
+326.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | -0.7% | +1.7% | -2.4% | -0.9% |
| 30D | -2.5% | -0.9% | -1.6% | -2.4% |
| 3M | +14.1% | +5.7% | +8.4% | +13.0% |
| 6M | +25.1% | +39.1% | -14.0% | +19.4% |
| YTD | +12.1% | +17.7% | -5.6% | +8.2% |
| 1Y | +18.8% | +8.4% | +10.4% | +15.4% |
| 3Y | +163.4% | -36.6% | +200.0% | +166.9% |
| 5Y | +156.5% | -19.1% | +175.6% | +144.3% |
| All | +590.9% | +264.4% | +326.5% | +433.6% |
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