+1,372.3%
MOH vs ACGL
+2,499.3%
-1,127.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.2% |
| 7D | -3.3% | -2.9% | -0.4% | -2.1% |
| 30D | -0.1% | -2.8% | +2.7% | +1.1% |
| 3M | -1.1% | +6.8% | -7.9% | -3.9% |
| 6M | +35.9% | -1.5% | +37.4% | +35.9% |
| YTD | +13.1% | -0.2% | +13.3% | +12.4% |
| 1Y | +11.8% | +5.3% | +6.5% | +8.5% |
| 3Y | -38.7% | +30.3% | -69.0% | -46.8% |
| 5Y | -25.1% | +151.8% | -176.9% | -52.4% |
| 10Y | +243.8% | +266.9% | -23.0% | +71.1% |
| All | +1,372.3% | +2,499.3% | -1,127.1% | +262.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling