+445.6%
MOH vs ALLY
+117.4%
+328.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.6% |
| 7D | -3.3% | +1.0% | -4.4% | -3.5% |
| 30D | -0.1% | -3.3% | +3.2% | +0.6% |
| 3M | -1.1% | +0.5% | -1.5% | -1.2% |
| 6M | +35.9% | +12.6% | +23.3% | +32.1% |
| YTD | +13.1% | -4.7% | +17.8% | +13.4% |
| 1Y | +11.8% | +5.2% | +6.6% | +9.6% |
| 3Y | -38.7% | +66.5% | -105.2% | -47.5% |
| 5Y | -25.1% | +0.2% | -25.3% | -29.8% |
| 10Y | +243.8% | +180.8% | +63.1% | +116.3% |
| All | +445.6% | +117.4% | +328.2% | +266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling