-20.6%
MOH vs ES
-6.2%
-14.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.2% | +3.8% |
| 7D | -1.3% | -3.5% | +2.2% | -0.3% |
| 30D | +3.0% | -3.0% | +6.0% | +3.9% |
| 3M | +1.2% | -0.3% | +1.5% | +1.2% |
| 6M | +41.7% | -5.2% | +46.9% | +43.6% |
| YTD | +15.4% | +4.8% | +10.6% | +13.6% |
| 1Y | +11.8% | +12.7% | -0.9% | +7.3% |
| 3Y | -37.5% | +27.5% | -65.0% | -42.8% |
| 5Y | -20.6% | -4.7% | -16.0% | -18.1% |
| All | -20.6% | -6.2% | -14.4% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 5y: compounded portfolio wealth divided by compounded ES 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…
5y analysis · Full analysis span regression · 6 months rolling