+40.3%
MOH vs ALC
+16.1%
+24.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | +1.7% | -6.3% | +8.0% | +3.8% |
| 30D | -0.9% | -10.3% | +9.4% | +2.5% |
| 3M | +5.7% | -0.7% | +6.4% | +5.6% |
| 6M | +39.1% | -17.8% | +57.0% | +46.6% |
| YTD | +17.7% | -15.8% | +33.5% | +22.8% |
| 1Y | +8.4% | -16.7% | +25.1% | +13.3% |
| 3Y | -36.6% | -19.7% | -16.8% | -34.4% |
| 5Y | -19.1% | -19.8% | +0.7% | -17.2% |
| All | +40.3% | +16.1% | +24.1% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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