+261.9%
MOH vs MTB
+173.8%
+88.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.9% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -0.9% | -4.8% | +3.9% | +0.1% |
| 3M | +5.7% | +6.0% | -0.2% | +4.5% |
| 6M | +39.1% | +19.6% | +19.5% | +34.1% |
| YTD | +17.7% | +21.5% | -3.8% | +12.7% |
| 1Y | +8.4% | +24.7% | -16.3% | +3.1% |
| 3Y | -36.6% | +108.6% | -145.1% | -47.9% |
| 5Y | -19.1% | +106.7% | -125.8% | -35.3% |
| All | +261.9% | +173.8% | +88.1% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling