+57.3%
LLY vs MOH
+53.5%
+3.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.9% | -8.3% | +0.5% |
| 7D | +10.1% | +14.3% | -4.2% | +9.9% |
| 30D | +24.0% | +16.7% | +7.4% | +24.0% |
| 3M | +27.3% | +18.3% | +9.0% | +27.3% |
| 6M | +47.0% | +15.8% | +31.2% | +47.1% |
| YTD | +32.6% | +30.5% | +2.1% | +34.0% |
| 1Y | +57.3% | +49.3% | +8.1% | +63.8% |
| All | +57.3% | +53.5% | +3.9% | +63.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling