+261.9%
MOH vs EVRG
+113.9%
+148.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -0.9% | -1.2% | +0.3% | -0.4% |
| 3M | +5.7% | -0.6% | +6.3% | +5.9% |
| 6M | +39.1% | +2.4% | +36.7% | +37.3% |
| YTD | +17.7% | +15.5% | +2.2% | +10.5% |
| 1Y | +8.4% | +16.8% | -8.4% | +1.3% |
| 3Y | -36.6% | +75.0% | -111.6% | -50.6% |
| 5Y | -19.1% | +49.3% | -68.4% | -33.1% |
| All | +261.9% | +113.9% | +148.0% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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