+254.9%
MOH vs EXPD
+324.8%
-69.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.6% | +3.0% |
| 7D | -1.3% | +1.2% | -2.5% | -1.7% |
| 30D | +3.0% | +6.8% | -3.9% | +0.5% |
| 3M | +1.2% | +14.9% | -13.7% | -4.1% |
| 6M | +41.7% | +34.6% | +7.1% | +26.2% |
| YTD | +15.4% | +27.7% | -12.3% | +3.8% |
| 1Y | +11.8% | +57.7% | -45.9% | -7.9% |
| 3Y | -37.5% | +70.9% | -108.4% | -51.5% |
| 5Y | -20.6% | +59.5% | -80.1% | -38.0% |
| All | +254.9% | +324.8% | -69.8% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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