+1,356.0%
MOH vs EL
+688.0%
+667.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.4% |
| 7D | -4.2% | -2.4% | -1.8% | -3.6% |
| 30D | -2.4% | +13.7% | -16.0% | -6.0% |
| 3M | -4.4% | +14.5% | -18.9% | -8.3% |
| 6M | +32.9% | +7.4% | +25.5% | +28.2% |
| YTD | +11.9% | -4.7% | +16.6% | +10.0% |
| 1Y | +6.9% | +12.9% | -6.0% | -0.2% |
| 3Y | -39.4% | -32.2% | -7.2% | -38.8% |
| 5Y | -25.0% | -68.4% | +43.4% | -6.1% |
| 10Y | +244.9% | +28.3% | +216.6% | +156.8% |
| All | +1,356.0% | +688.0% | +667.9% | +473.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling