+261.9%
MOH vs ALLY
+189.7%
+72.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.7% | -3.8% | +5.5% | +2.5% |
| 30D | -0.9% | -4.9% | +4.0% | +0.1% |
| 3M | +5.7% | -2.6% | +8.3% | +6.2% |
| 6M | +39.1% | +15.7% | +23.4% | +34.9% |
| YTD | +17.7% | -5.2% | +22.8% | +18.1% |
| 1Y | +8.4% | +2.8% | +5.6% | +6.9% |
| 3Y | -36.6% | +63.4% | -100.0% | -44.6% |
| 5Y | -19.1% | -2.6% | -16.5% | -22.8% |
| All | +261.9% | +189.7% | +72.2% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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