-20.6%
MOH vs ALC
-19.4%
-1.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +5.9% | +3.8% |
| 7D | -1.3% | -7.7% | +6.4% | +0.4% |
| 30D | +3.0% | -11.7% | +14.6% | +5.8% |
| 3M | +1.2% | +0.7% | +0.5% | +0.8% |
| 6M | +41.7% | -17.1% | +58.8% | +46.9% |
| YTD | +15.4% | -15.1% | +30.6% | +18.8% |
| 1Y | +11.8% | -14.1% | +25.9% | +14.6% |
| 3Y | -37.5% | -18.2% | -19.3% | -36.0% |
| 5Y | -20.6% | -19.2% | -1.5% | -16.6% |
| All | -20.6% | -19.4% | -1.3% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling