+261.9%
MOH vs EL
+26.1%
+235.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +1.7% | -6.5% | +8.2% | +3.0% |
| 30D | -0.9% | +11.1% | -12.0% | -3.2% |
| 3M | +5.7% | +10.7% | -5.0% | +3.2% |
| 6M | +39.1% | +6.9% | +32.3% | +35.8% |
| YTD | +17.7% | -6.3% | +24.0% | +16.8% |
| 1Y | +8.4% | +13.5% | -5.1% | +2.7% |
| 3Y | -36.6% | -33.1% | -3.5% | -34.6% |
| 5Y | -19.1% | -68.8% | +49.7% | +4.9% |
| All | +261.9% | +26.1% | +235.8% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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