+319.6%
MOH vs ACGL
+324.4%
-4.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +0.2% | +2.2% | -1.9% | -0.5% |
| 30D | +0.1% | +12.3% | -12.2% | -3.7% |
| 3M | +1.8% | +11.8% | -10.0% | -2.0% |
| 6M | +9.1% | +17.5% | -8.3% | +3.0% |
| YTD | +20.7% | +14.3% | +6.4% | +14.7% |
| 1Y | +51.3% | +18.2% | +33.1% | +42.0% |
| 3Y | -42.0% | +33.2% | -75.1% | -48.6% |
| 5Y | -33.1% | +174.3% | -207.4% | -55.5% |
| All | +319.6% | +324.4% | -4.8% | +148.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling