+440.9%
MOH vs ESI
+222.6%
+218.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -4.2% | +3.9% | -8.1% | -4.9% |
| 30D | -2.4% | -3.8% | +1.4% | -1.8% |
| 3M | -4.4% | -13.1% | +8.7% | -2.5% |
| 6M | +32.9% | +11.3% | +21.6% | +27.9% |
| YTD | +11.9% | +44.1% | -32.2% | +1.1% |
| 1Y | +6.9% | +40.3% | -33.4% | -3.1% |
| 3Y | -39.4% | +84.1% | -123.5% | -49.9% |
| 5Y | -25.0% | +75.8% | -100.8% | -38.5% |
| 10Y | +244.9% | +320.7% | -75.8% | +118.6% |
| All | +440.9% | +222.6% | +218.4% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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