+13,824.1%
MA vs MOH
+733.7%
+13,090.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +1.5% | +2.9% | -1.4% | +0.8% |
| 3M | +20.4% | +4.1% | +16.3% | +18.8% |
| 6M | +11.1% | +33.8% | -22.7% | +3.3% |
| YTD | +2.0% | +15.7% | -13.8% | -3.7% |
| 1Y | -2.2% | +17.5% | -19.7% | -8.7% |
| 3Y | +41.9% | -35.3% | +77.2% | +44.2% |
| 5Y | +75.4% | -26.9% | +102.3% | +70.9% |
| 10Y | +527.5% | +262.9% | +264.6% | +299.2% |
| All | +13,824.1% | +733.7% | +13,090.5% | +5,452.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling