+261.9%
MOH vs STLA
+55.1%
+206.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.5% |
| 7D | +1.7% | -2.9% | +4.6% | +2.3% |
| 30D | -0.9% | +0.9% | -1.8% | -1.2% |
| 3M | +5.7% | -21.6% | +27.3% | +10.3% |
| 6M | +39.1% | -21.6% | +60.7% | +44.0% |
| YTD | +17.7% | -50.4% | +68.1% | +34.0% |
| 1Y | +8.4% | -43.6% | +52.0% | +20.2% |
| 3Y | -36.6% | -66.4% | +29.8% | -25.5% |
| 5Y | -19.1% | -62.3% | +43.2% | -9.4% |
| All | +261.9% | +55.1% | +206.8% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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