+1,402.1%
MOH vs BBWI
+309.1%
+1,093.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.6% | +3.5% |
| 7D | -1.3% | -8.0% | +6.7% | +0.3% |
| 30D | +3.0% | -6.6% | +9.6% | +4.0% |
| 3M | +1.2% | -2.7% | +3.9% | +1.0% |
| 6M | +41.7% | -12.8% | +54.5% | +42.8% |
| YTD | +15.4% | -10.5% | +25.9% | +14.7% |
| 1Y | +11.8% | -35.3% | +47.1% | +17.3% |
| 3Y | -37.5% | -47.7% | +10.2% | -34.7% |
| 5Y | -20.6% | -68.9% | +48.2% | -11.2% |
| 10Y | +255.8% | -58.0% | +313.8% | +217.9% |
| All | +1,402.1% | +309.1% | +1,093.0% | +548.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling