+380.3%
MCO vs MOH
+264.4%
+115.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.3% | +1.2% |
| 7D | -3.8% | +1.7% | -5.5% | -4.1% |
| 30D | -0.4% | -0.9% | +0.5% | -0.3% |
| 3M | +7.7% | +5.7% | +2.0% | +6.2% |
| 6M | +7.0% | +39.1% | -32.1% | -0.7% |
| YTD | -6.4% | +17.7% | -24.1% | -11.4% |
| 1Y | -7.6% | +8.4% | -16.0% | -11.8% |
| 3Y | +43.2% | -36.6% | +79.8% | +47.1% |
| 5Y | +29.6% | -19.1% | +48.6% | +23.3% |
| All | +380.3% | +264.4% | +115.9% | +253.5% |
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