+1,406.0%
MOH vs ES
+844.1%
+561.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.8% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +2.9% | -2.0% | +4.9% | +3.7% |
| 3M | +4.1% | +1.7% | +2.5% | +3.2% |
| 6M | +33.8% | -3.5% | +37.4% | +35.4% |
| YTD | +15.7% | +7.9% | +7.8% | +11.6% |
| 1Y | +17.5% | +17.2% | +0.4% | +8.8% |
| 3Y | -35.3% | +29.3% | -64.6% | -44.2% |
| 5Y | -26.9% | -5.7% | -21.2% | -28.1% |
| 10Y | +262.9% | +85.2% | +177.7% | +155.9% |
| All | +1,406.0% | +844.1% | +561.9% | +485.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling