+254.9%
MOH vs ACGL
+277.0%
-22.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.1% |
| 7D | -1.3% | -3.6% | +2.3% | 0.0% |
| 30D | +3.0% | -2.1% | +5.0% | +3.7% |
| 3M | +1.2% | +5.4% | -4.1% | -0.7% |
| 6M | +41.7% | 0.0% | +41.7% | +41.1% |
| YTD | +15.4% | +0.3% | +15.1% | +14.6% |
| 1Y | +11.8% | +6.2% | +5.6% | +8.8% |
| 3Y | -37.5% | +30.9% | -68.4% | -44.4% |
| 5Y | -20.6% | +159.8% | -180.5% | -46.2% |
| All | +254.9% | +277.0% | -22.1% | +118.7% |
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