+529.1%
MAS vs MOH
+1,392.8%
-863.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.1% |
| 7D | +2.0% | +2.1% | -0.1% | +1.5% |
| 30D | +19.4% | +7.3% | +12.1% | +17.5% |
| 3M | +9.4% | +8.9% | +0.5% | +7.0% |
| 6M | +15.3% | +5.8% | +9.5% | +12.8% |
| YTD | +31.3% | +20.4% | +10.9% | +22.1% |
| 1Y | +34.9% | +42.1% | -7.2% | +20.5% |
| 3Y | +58.6% | -40.0% | +98.6% | +64.9% |
| 5Y | +40.7% | -31.3% | +72.0% | +39.6% |
| 10Y | +220.4% | +288.3% | -67.9% | +93.2% |
| All | +529.1% | +1,392.8% | -863.7% | +145.4% |
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