+1,402.1%
MOH vs EVRG
+1,181.6%
+220.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | -1.3% | -0.7% | -0.6% | -1.0% |
| 30D | +3.0% | 0.0% | +2.9% | +2.9% |
| 3M | +1.2% | -1.0% | +2.2% | +1.6% |
| 6M | +41.7% | +1.0% | +40.7% | +40.5% |
| YTD | +15.4% | +15.1% | +0.3% | +7.5% |
| 1Y | +11.8% | +17.6% | -5.8% | +3.1% |
| 3Y | -37.5% | +70.5% | -108.0% | -52.6% |
| 5Y | -20.6% | +48.9% | -69.5% | -36.4% |
| 10Y | +255.8% | +112.8% | +143.0% | +125.2% |
| All | +1,402.1% | +1,181.6% | +220.5% | +319.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling