-32.2%
MOH vs FIVE
+16.7%
-48.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +0.2% | +2.7% | -2.4% | 0.0% |
| 30D | +0.1% | +12.7% | -12.5% | -0.6% |
| 3M | +1.8% | +2.1% | -0.2% | +1.6% |
| 6M | +9.1% | +17.5% | -8.3% | +7.7% |
| YTD | +20.7% | +31.0% | -10.2% | +17.8% |
| 1Y | +51.3% | +67.7% | -16.5% | +44.6% |
| 3Y | -42.0% | +43.4% | -85.4% | -44.3% |
| All | -32.2% | +16.7% | -48.9% | -30.2% |
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