+814.2%
MOH vs ACM
+228.1%
+586.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -3.3% | -0.3% | -3.0% | -3.2% |
| 30D | -0.1% | -12.9% | +12.8% | +3.9% |
| 3M | -1.1% | -6.4% | +5.3% | +0.1% |
| 6M | +35.9% | -29.2% | +65.1% | +50.2% |
| YTD | +13.1% | -29.9% | +43.1% | +24.1% |
| 1Y | +11.8% | -47.3% | +59.1% | +34.7% |
| 3Y | -38.7% | -19.6% | -19.1% | -37.8% |
| 5Y | -25.1% | +5.5% | -30.6% | -32.1% |
| 10Y | +243.8% | +129.7% | +114.1% | +118.9% |
| All | +814.2% | +228.1% | +586.1% | +349.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling