+649.8%
MOH vs FIVE
+868.1%
-218.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -1.8% |
| 7D | +0.4% | +4.3% | -3.9% | -0.2% |
| 30D | +2.9% | +12.5% | -9.6% | +1.0% |
| 3M | +4.1% | +31.2% | -27.1% | -0.2% |
| 6M | +33.8% | +14.4% | +19.5% | +30.0% |
| YTD | +15.7% | +33.9% | -18.2% | +9.3% |
| 1Y | +17.5% | +65.1% | -47.5% | +7.1% |
| 3Y | -35.3% | +49.0% | -84.3% | -42.3% |
| 5Y | -26.9% | +30.3% | -57.2% | -35.2% |
| 10Y | +262.9% | +481.1% | -218.2% | +132.3% |
| All | +649.8% | +868.1% | -218.3% | +342.7% |
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