+135.4%
MAS vs MOH
+256.9%
-121.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.0% |
| 7D | +1.0% | -3.3% | +4.3% | +1.6% |
| 30D | -8.1% | -0.1% | -8.0% | -8.2% |
| 3M | +3.3% | -1.1% | +4.4% | +3.1% |
| 6M | +12.4% | +35.9% | -23.4% | +5.2% |
| YTD | +13.3% | +13.1% | +0.2% | +8.3% |
| 1Y | -4.7% | +11.8% | -16.5% | -9.5% |
| 3Y | +33.0% | -38.7% | +71.7% | +37.3% |
| 5Y | +33.9% | -25.1% | +59.0% | +30.4% |
| 10Y | +135.4% | +243.8% | -108.5% | +75.5% |
| All | +135.4% | +256.9% | -121.5% | +75.5% |
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