+261.9%
MOH vs ALM
+2,589.2%
-2,327.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.5% | +2.1% |
| 7D | +1.7% | -11.8% | +13.5% | +1.9% |
| 30D | -0.9% | +7.8% | -8.7% | -1.1% |
| 3M | +5.7% | -9.3% | +15.0% | +5.7% |
| 6M | +39.1% | -30.5% | +69.6% | +39.3% |
| YTD | +17.7% | +75.8% | -58.1% | +15.9% |
| 1Y | +8.4% | +241.2% | -232.8% | +5.4% |
| 3Y | -36.6% | +1,872.6% | -1,909.2% | -40.7% |
| 5Y | -19.1% | +849.6% | -868.7% | -23.8% |
| All | +261.9% | +2,589.2% | -2,327.3% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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