+503.0%
MA vs MOH
+264.4%
+238.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.3% |
| 7D | -1.7% | +1.7% | -3.4% | -2.0% |
| 30D | +1.7% | -0.9% | +2.6% | +1.8% |
| 3M | +17.2% | +5.7% | +11.5% | +15.5% |
| 6M | +13.3% | +39.1% | -25.8% | +5.5% |
| YTD | +0.2% | +17.7% | -17.5% | -5.0% |
| 1Y | -2.7% | +8.4% | -11.1% | -6.9% |
| 3Y | +39.1% | -36.6% | +75.6% | +42.7% |
| 5Y | +68.8% | -19.1% | +87.8% | +60.1% |
| All | +503.0% | +264.4% | +238.6% | +333.9% |
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