+261.9%
MOH vs ACM
+134.0%
+127.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.7% |
| 7D | +1.7% | -4.6% | +6.3% | +3.0% |
| 30D | -0.9% | +4.1% | -5.0% | -2.2% |
| 3M | +5.7% | -8.3% | +14.0% | +7.4% |
| 6M | +39.1% | -30.1% | +69.2% | +52.5% |
| YTD | +17.7% | -32.6% | +50.3% | +29.1% |
| 1Y | +8.4% | -49.6% | +58.0% | +30.1% |
| 3Y | -36.6% | -23.0% | -13.5% | -35.5% |
| 5Y | -19.1% | +2.0% | -21.1% | -26.5% |
| All | +261.9% | +134.0% | +127.9% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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