+1,334.0%
MOH vs TMF
-70.4%
+1,404.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.4% | +6.6% | +2.8% |
| 7D | -1.3% | -4.8% | +3.5% | -1.8% |
| 30D | +3.0% | -4.9% | +7.9% | +2.4% |
| 3M | +1.2% | -13.4% | +14.6% | -0.3% |
| 6M | +41.7% | -23.0% | +64.8% | +38.0% |
| YTD | +15.4% | -20.2% | +35.6% | +12.9% |
| 1Y | +11.8% | -26.5% | +38.3% | +8.4% |
| 3Y | -37.5% | -45.2% | +7.7% | -40.8% |
| 5Y | -20.6% | -88.4% | +67.8% | -39.6% |
| 10Y | +255.8% | -86.5% | +342.3% | +200.0% |
| All | +1,334.0% | -70.4% | +1,404.4% | +1,408.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded TMF 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling