+254.9%
MOH vs ALLE
+154.9%
+100.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | -1.3% | -2.8% | +1.5% | -0.4% |
| 30D | +3.0% | -10.2% | +13.1% | +6.5% |
| 3M | +1.2% | +17.4% | -16.2% | -5.1% |
| 6M | +41.7% | +3.3% | +38.4% | +38.5% |
| YTD | +15.4% | -4.2% | +19.6% | +15.1% |
| 1Y | +11.8% | -10.5% | +22.3% | +14.5% |
| 3Y | -37.5% | +45.4% | -82.9% | -48.4% |
| 5Y | -20.6% | +11.9% | -32.6% | -28.2% |
| All | +254.9% | +154.9% | +100.0% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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