-25.0%
MOH vs EXPD
+61.0%
-86.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | -4.2% | +1.2% | -5.3% | -4.4% |
| 30D | -2.4% | +5.2% | -7.6% | -3.5% |
| 3M | -4.4% | +13.2% | -17.6% | -7.2% |
| 6M | +32.9% | +30.3% | +2.6% | +24.8% |
| YTD | +11.9% | +27.0% | -15.2% | +4.8% |
| 1Y | +6.9% | +57.3% | -50.4% | -5.1% |
| 3Y | -39.4% | +70.0% | -109.4% | -48.1% |
| 5Y | -25.0% | +61.6% | -86.6% | -34.7% |
| All | -25.0% | +61.0% | -86.0% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling