+810.7%
MOD vs MOH
+339.9%
+470.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +16.1% | -3.1% | +19.2% | +16.4% |
| 30D | -38.5% | +0.2% | -38.7% | -38.8% |
| 3M | -46.8% | +1.8% | -48.7% | -47.2% |
| 6M | -61.6% | +9.5% | -71.1% | -62.5% |
| YTD | -20.5% | +20.9% | -41.5% | -24.5% |
| 1Y | -28.0% | +48.8% | -76.8% | -33.7% |
| 3Y | +134.9% | -41.4% | +176.3% | +140.7% |
| 5Y | +833.2% | -33.0% | +866.2% | +804.0% |
| All | +810.7% | +339.9% | +470.8% | +512.0% |
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