+67.6%
MA vs MOH
-23.8%
+91.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.5% | -0.7% |
| 7D | -3.5% | -1.3% | -2.2% | -3.4% |
| 30D | +0.7% | +3.0% | -2.3% | +0.4% |
| 3M | +15.8% | +1.2% | +14.6% | +15.4% |
| 6M | +10.2% | +41.7% | -31.5% | +5.8% |
| YTD | -0.5% | +15.4% | -15.9% | -2.9% |
| 1Y | -1.8% | +11.8% | -13.6% | -4.3% |
| 3Y | +38.7% | -37.5% | +76.2% | +41.9% |
| 5Y | +67.6% | -20.6% | +88.3% | +52.3% |
| All | +67.6% | -23.8% | +91.4% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling