+254.9%
MOH vs FIVE
+483.6%
-228.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.5% | +3.5% |
| 7D | -1.3% | +0.6% | -1.8% | -1.4% |
| 30D | +3.0% | +3.0% | -0.1% | +2.4% |
| 3M | +1.2% | +23.2% | -22.0% | -2.0% |
| 6M | +41.7% | +9.2% | +32.6% | +38.6% |
| YTD | +15.4% | +28.1% | -12.7% | +9.7% |
| 1Y | +11.8% | +65.3% | -53.5% | +1.8% |
| 3Y | -37.5% | +49.4% | -86.9% | -44.2% |
| 5Y | -20.6% | +29.5% | -50.2% | -29.4% |
| All | +254.9% | +483.6% | -228.7% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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