+1,356.0%
MOH vs TXT
+381.1%
+974.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -4.2% | +0.8% | -5.0% | -4.4% |
| 30D | -2.4% | -10.4% | +8.1% | +0.6% |
| 3M | -4.4% | -14.3% | +9.9% | -0.7% |
| 6M | +32.9% | -15.1% | +48.0% | +38.1% |
| YTD | +11.9% | -8.3% | +20.2% | +13.3% |
| 1Y | +6.9% | -0.7% | +7.6% | +6.3% |
| 3Y | -39.4% | +6.0% | -45.4% | -41.8% |
| 5Y | -25.0% | +12.5% | -37.5% | -30.4% |
| 10Y | +244.9% | +103.2% | +141.7% | +152.3% |
| All | +1,356.0% | +381.1% | +974.9% | +736.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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