+431.1%
MOH vs NWSA
+120.6%
+310.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +3.9% | +3.4% |
| 7D | -1.3% | -4.8% | +3.5% | +0.1% |
| 30D | +3.0% | +3.0% | 0.0% | +2.1% |
| 3M | +1.2% | +9.3% | -8.1% | -1.6% |
| 6M | +41.7% | +23.2% | +18.5% | +32.7% |
| YTD | +15.4% | +13.3% | +2.1% | +11.1% |
| 1Y | +11.8% | +2.9% | +8.9% | +10.3% |
| 3Y | -37.5% | +43.3% | -80.8% | -44.6% |
| 5Y | -20.6% | +40.9% | -61.5% | -31.0% |
| 10Y | +255.8% | +148.1% | +107.7% | +142.3% |
| All | +431.1% | +120.6% | +310.5% | +271.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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