-36.6%
MOH vs ITOT
+75.8%
-112.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.9% |
| 7D | +1.7% | -0.9% | +2.6% | +1.8% |
| 30D | -0.9% | -1.5% | +0.6% | -0.7% |
| 3M | +5.7% | +3.6% | +2.1% | +5.3% |
| 6M | +39.1% | +13.7% | +25.4% | +36.8% |
| YTD | +17.7% | +12.9% | +4.8% | +15.7% |
| 1Y | +8.4% | +17.2% | -8.8% | +5.7% |
| 3Y | -36.6% | +75.6% | -112.2% | -42.7% |
| All | -36.6% | +75.8% | -112.3% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling