+261.9%
MOH vs BBWI
-55.0%
+316.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.4% | -4.4% | +1.1% |
| 7D | +1.7% | -4.8% | +6.5% | +2.3% |
| 30D | -0.9% | +3.5% | -4.4% | -1.5% |
| 3M | +5.7% | -0.3% | +6.0% | +5.3% |
| 6M | +39.1% | -5.4% | +44.5% | +38.4% |
| YTD | +17.7% | -4.7% | +22.4% | +16.3% |
| 1Y | +8.4% | -30.5% | +38.9% | +11.1% |
| 3Y | -36.6% | -44.3% | +7.8% | -34.9% |
| 5Y | -19.1% | -66.9% | +47.8% | -12.5% |
| All | +261.9% | -55.0% | +316.9% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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