+427.9%
LIN vs MOH
+339.9%
+87.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +0.2% | -3.1% | +3.4% | +0.8% |
| 30D | +6.2% | +0.2% | +6.0% | +6.0% |
| 3M | +9.3% | +1.8% | +7.5% | +8.7% |
| 6M | +4.4% | +9.5% | -5.2% | +2.0% |
| YTD | +23.7% | +20.9% | +2.8% | +17.4% |
| 1Y | +23.5% | +48.8% | -25.3% | +12.7% |
| 3Y | +35.8% | -41.4% | +77.2% | +41.8% |
| 5Y | +65.9% | -33.0% | +98.9% | +66.0% |
| All | +427.9% | +339.9% | +87.9% | +300.2% |
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 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