+1,402.1%
MOH vs EAT
+1,216.4%
+185.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.2% |
| 7D | -1.3% | -6.2% | +4.9% | -0.3% |
| 30D | +3.0% | -3.0% | +6.0% | +3.3% |
| 3M | +1.2% | +45.6% | -44.4% | -4.7% |
| 6M | +41.7% | +53.5% | -11.8% | +31.5% |
| YTD | +15.4% | +49.6% | -34.2% | +6.8% |
| 1Y | +11.8% | +38.9% | -27.1% | +4.3% |
| 3Y | -37.5% | +589.7% | -627.2% | -56.7% |
| 5Y | -20.6% | +318.7% | -339.3% | -42.7% |
| 10Y | +255.8% | +380.1% | -124.3% | +117.6% |
| All | +1,402.1% | +1,216.4% | +185.7% | +575.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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