-22.3%
MOH vs FIVE
+30.8%
-53.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.9% |
| 7D | +1.7% | -3.0% | +4.7% | +1.9% |
| 30D | -0.9% | +2.7% | -3.6% | -1.1% |
| 3M | +5.7% | +21.1% | -15.4% | +4.3% |
| 6M | +39.1% | +11.9% | +27.2% | +37.6% |
| YTD | +17.7% | +29.9% | -12.2% | +14.8% |
| 1Y | +8.4% | +67.8% | -59.4% | +3.2% |
| 3Y | -36.6% | +52.8% | -89.3% | -39.8% |
| All | -22.3% | +30.8% | -53.1% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling