+456.3%
MAS vs MOH
+1,334.3%
-878.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -5.6% | +2.9% | -8.5% | -6.3% |
| 3M | +4.4% | +4.1% | +0.3% | +2.9% |
| 6M | +7.2% | +33.8% | -26.6% | -0.9% |
| YTD | +16.1% | +15.7% | +0.4% | +9.2% |
| 1Y | +0.1% | +17.5% | -17.4% | -7.2% |
| 3Y | +28.3% | -35.3% | +63.6% | +30.9% |
| 5Y | +30.5% | -26.9% | +57.4% | +27.4% |
| 10Y | +139.1% | +262.9% | -123.8% | +46.6% |
| All | +456.3% | +1,334.3% | -878.0% | +119.4% |
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