+84.3%
MKSI vs MOH
-19.7%
+104.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +2.0% |
| 7D | +2.7% | +1.7% | +1.0% | +2.6% |
| 30D | -12.8% | -0.9% | -11.9% | -12.8% |
| 3M | -22.5% | +5.7% | -28.2% | -22.8% |
| 6M | +19.4% | +39.1% | -19.7% | +17.1% |
| YTD | +67.7% | +17.7% | +50.0% | +64.9% |
| 1Y | +131.4% | +8.4% | +123.0% | +128.2% |
| 3Y | +197.3% | -36.6% | +233.9% | +197.9% |
| All | +84.3% | -19.7% | +104.0% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling