+1,140.3%
MOH vs EFV
+255.9%
+884.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.3% |
| 7D | +1.7% | -0.8% | +2.5% | +2.2% |
| 30D | -0.9% | +0.6% | -1.5% | -1.3% |
| 3M | +5.7% | +7.5% | -1.8% | +1.1% |
| 6M | +39.1% | +13.0% | +26.1% | +28.3% |
| YTD | +17.7% | +18.3% | -0.6% | +4.9% |
| 1Y | +8.4% | +26.7% | -18.4% | -7.5% |
| 3Y | -36.6% | +89.6% | -126.1% | -58.5% |
| 5Y | -19.1% | +98.2% | -117.3% | -49.3% |
| 10Y | +262.8% | +167.4% | +95.4% | +85.2% |
| All | +1,140.3% | +255.9% | +884.3% | +411.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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