+1,077.8%
MOH vs ITOT
+887.7%
+190.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.3% |
| 7D | +1.7% | -0.9% | +2.6% | +2.5% |
| 30D | -0.9% | -1.5% | +0.6% | +0.3% |
| 3M | +5.7% | +3.6% | +2.1% | +2.5% |
| 6M | +39.1% | +13.7% | +25.4% | +24.2% |
| YTD | +17.7% | +12.9% | +4.8% | +4.8% |
| 1Y | +8.4% | +17.2% | -8.8% | -6.7% |
| 3Y | -36.6% | +75.6% | -112.2% | -63.0% |
| 5Y | -19.1% | +75.5% | -94.6% | -53.9% |
| 10Y | +262.8% | +302.0% | -39.1% | -5.2% |
| All | +1,077.8% | +887.7% | +190.1% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling