+2,387.5%
MO vs MOH
+1,358.8%
+1,028.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.1% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | +7.1% | -0.9% | +8.0% | +7.2% |
| 3M | -2.0% | +5.7% | -7.7% | -2.7% |
| 6M | +7.3% | +39.1% | -31.8% | +3.4% |
| YTD | +23.5% | +17.7% | +5.8% | +20.2% |
| 1Y | +11.0% | +8.4% | +2.6% | +8.6% |
| 3Y | +95.0% | -36.6% | +131.6% | +97.6% |
| 5Y | +100.6% | -19.1% | +119.7% | +96.9% |
| 10Y | +114.5% | +262.8% | -148.3% | +77.2% |
| All | +2,387.5% | +1,358.8% | +1,028.7% | +1,631.8% |
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