-20.6%
MOH vs ACM
-0.5%
-20.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +4.9% | +3.5% |
| 7D | -1.3% | -5.9% | +4.6% | -0.2% |
| 30D | +3.0% | -6.2% | +9.2% | +3.8% |
| 3M | +1.2% | -7.9% | +9.1% | +2.2% |
| 6M | +41.7% | -30.6% | +72.3% | +51.7% |
| YTD | +15.4% | -33.3% | +48.7% | +23.5% |
| 1Y | +11.8% | -49.2% | +61.0% | +28.8% |
| 3Y | -37.5% | -23.5% | -14.1% | -39.0% |
| 5Y | -20.6% | +0.9% | -21.6% | -31.0% |
| All | -20.6% | -0.5% | -20.1% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling