+261.9%
MOH vs TMF
-86.4%
+348.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | +1.7% | -5.1% | +6.8% | +1.5% |
| 30D | -0.9% | -4.6% | +3.7% | -1.1% |
| 3M | +5.7% | -16.6% | +22.3% | +4.8% |
| 6M | +39.1% | -19.9% | +59.0% | +37.8% |
| YTD | +17.7% | -20.2% | +37.8% | +16.6% |
| 1Y | +8.4% | -27.7% | +36.1% | +6.9% |
| 3Y | -36.6% | -43.9% | +7.4% | -38.1% |
| 5Y | -19.1% | -88.4% | +69.3% | -34.3% |
| All | +261.9% | -86.4% | +348.4% | +249.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling