+261.9%
MOH vs BG
+166.7%
+95.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.3% |
| 7D | +1.7% | +3.1% | -1.4% | +1.0% |
| 30D | -0.9% | +10.2% | -11.1% | -3.0% |
| 3M | +5.7% | -1.7% | +7.4% | +5.8% |
| 6M | +39.1% | +1.0% | +38.1% | +38.3% |
| YTD | +17.7% | +39.9% | -22.2% | +8.9% |
| 1Y | +8.4% | +53.2% | -44.8% | -2.0% |
| 3Y | -36.6% | +16.3% | -52.8% | -39.8% |
| 5Y | -19.1% | +83.9% | -102.9% | -32.4% |
| All | +261.9% | +166.7% | +95.2% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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