+546.1%
MOH vs INDA
+109.4%
+436.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.6% |
| 7D | +1.7% | -2.7% | +4.4% | +2.8% |
| 30D | -0.9% | -2.8% | +1.9% | +0.2% |
| 3M | +5.7% | +1.6% | +4.1% | +5.0% |
| 6M | +39.1% | -1.4% | +40.5% | +39.3% |
| YTD | +17.7% | -10.1% | +27.8% | +22.1% |
| 1Y | +8.4% | -8.8% | +17.2% | +11.6% |
| 3Y | -36.6% | +7.6% | -44.2% | -39.5% |
| 5Y | -19.1% | +5.8% | -24.9% | -22.8% |
| 10Y | +262.8% | +84.0% | +178.8% | +163.0% |
| All | +546.1% | +109.4% | +436.7% | +377.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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