+1,471.2%
MOH vs EXPD
+1,361.8%
+109.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | +0.2% | +5.5% | -5.3% | -1.6% |
| 30D | +0.1% | -0.8% | +0.9% | +0.3% |
| 3M | +1.8% | +4.1% | -2.3% | +0.3% |
| 6M | +9.1% | +25.7% | -16.5% | +0.9% |
| YTD | +20.7% | +31.4% | -10.7% | +8.7% |
| 1Y | +51.3% | +42.2% | +9.1% | +32.7% |
| 3Y | -42.0% | +77.2% | -119.2% | -53.7% |
| 5Y | -33.1% | +61.0% | -94.1% | -46.0% |
| 10Y | +340.8% | +334.8% | +5.9% | +152.6% |
| All | +1,471.2% | +1,361.8% | +109.4% | +698.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling