-3.3%
LVS vs MOH
+264.4%
-267.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.3% |
| 7D | -3.5% | +1.7% | -5.2% | -3.7% |
| 30D | -6.2% | -0.9% | -5.4% | -6.2% |
| 3M | -14.8% | +5.7% | -20.5% | -15.7% |
| 6M | -20.9% | +39.1% | -60.0% | -24.6% |
| YTD | -33.0% | +17.7% | -50.7% | -35.3% |
| 1Y | -20.0% | +8.4% | -28.4% | -22.6% |
| 3Y | -6.9% | -36.6% | +29.6% | -4.7% |
| 5Y | +9.1% | -19.1% | +28.2% | +5.2% |
| All | -3.3% | +264.4% | -267.7% | -23.9% |
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