-22.5%
MOH vs FGI
-74.8%
+52.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -25.2% | +25.0% | 0.0% |
| 7D | +0.2% | -14.4% | +14.6% | +0.3% |
| 30D | +0.1% | -11.8% | +11.9% | +0.2% |
| 3M | +1.8% | -46.2% | +48.1% | +2.1% |
| 6M | +9.1% | +5.2% | +4.0% | +8.5% |
| YTD | +20.7% | +10.5% | +10.2% | +19.2% |
| 1Y | +51.3% | +25.5% | +25.8% | +48.7% |
| 3Y | -42.0% | -16.0% | -26.0% | -42.8% |
| All | -22.5% | -74.8% | +52.3% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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