+612.3%
MOH vs GWRE
+741.3%
-129.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +1.7% | -13.2% | +14.9% | +4.3% |
| 30D | -0.9% | -18.6% | +17.7% | +2.1% |
| 3M | +5.7% | +18.9% | -13.2% | +0.9% |
| 6M | +39.1% | -11.0% | +50.1% | +38.3% |
| YTD | +17.7% | -29.9% | +47.6% | +22.0% |
| 1Y | +8.4% | -44.3% | +52.7% | +17.9% |
| 3Y | -36.6% | +51.7% | -88.2% | -47.3% |
| 5Y | -19.1% | +15.4% | -34.5% | -29.7% |
| 10Y | +262.8% | +129.4% | +133.4% | +160.3% |
| All | +612.3% | +741.3% | -129.0% | +329.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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