-39.0%
MOH vs ACGL
+29.8%
-68.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.6% |
| 7D | -3.3% | -2.9% | -0.4% | -2.5% |
| 30D | -0.1% | -2.8% | +2.7% | +0.7% |
| 3M | -1.1% | +6.8% | -7.9% | -2.9% |
| 6M | +35.9% | -1.5% | +37.4% | +36.1% |
| YTD | +13.1% | -0.2% | +13.3% | +12.8% |
| 1Y | +11.8% | +5.3% | +6.5% | +9.5% |
| All | -39.0% | +29.8% | -68.9% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling