-25.0%
MOH vs ACGL
+152.7%
-177.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -4.2% | -2.1% | -2.1% | -3.6% |
| 30D | -2.4% | -2.2% | -0.2% | -1.8% |
| 3M | -4.4% | +6.3% | -10.7% | -6.2% |
| 6M | +32.9% | +0.5% | +32.4% | +32.2% |
| YTD | +11.9% | +0.2% | +11.7% | +11.3% |
| 1Y | +6.9% | +7.3% | -0.3% | +4.1% |
| 3Y | -39.4% | +30.8% | -70.3% | -45.4% |
| 5Y | -25.0% | +155.8% | -180.7% | -49.4% |
| All | -25.0% | +152.7% | -177.7% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling