+49.3%
MOH vs ACGL
+28.7%
+20.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.7% | +6.3% | +8.3% |
| 7D | +14.3% | +8.0% | +6.3% | +12.5% |
| 30D | +16.7% | +17.3% | -0.6% | +13.3% |
| 3M | +18.3% | +11.2% | +7.1% | +15.9% |
| 6M | +15.8% | +18.2% | -2.4% | +13.2% |
| YTD | +30.5% | +15.4% | +15.1% | +30.2% |
| 1Y | +49.3% | +26.5% | +22.7% | +41.2% |
| All | +49.3% | +28.7% | +20.6% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling