+682.3%
MOH vs FIVE
+846.9%
-164.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.2% | +2.7% | -2.4% | -0.2% |
| 30D | +0.1% | +12.7% | -12.5% | -1.6% |
| 3M | +1.8% | +2.1% | -0.2% | +1.3% |
| 6M | +9.1% | +17.5% | -8.3% | +5.8% |
| YTD | +20.7% | +31.0% | -10.2% | +14.3% |
| 1Y | +51.3% | +67.7% | -16.5% | +37.8% |
| 3Y | -42.0% | +43.4% | -85.4% | -47.9% |
| 5Y | -33.1% | +18.1% | -51.2% | -39.5% |
| 10Y | +340.8% | +508.8% | -168.0% | +180.3% |
| All | +682.3% | +846.9% | -164.7% | +362.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling