+261.9%
MOH vs BWA
+156.8%
+105.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.7% |
| 7D | +1.7% | -1.3% | +3.0% | +2.0% |
| 30D | -0.9% | -2.9% | +2.1% | -0.4% |
| 3M | +5.7% | -10.7% | +16.4% | +7.6% |
| 6M | +39.1% | +26.5% | +12.7% | +32.1% |
| YTD | +17.7% | +49.1% | -31.4% | +6.4% |
| 1Y | +8.4% | +52.1% | -43.7% | -2.6% |
| 3Y | -36.6% | +72.6% | -109.1% | -45.6% |
| 5Y | -19.1% | +89.4% | -108.5% | -34.5% |
| All | +261.9% | +156.8% | +105.1% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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