+776.5%
MOH vs VIG
+615.8%
+160.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.3% |
| 7D | +1.7% | -1.1% | +2.8% | +2.8% |
| 30D | -0.9% | -2.7% | +1.9% | +1.9% |
| 3M | +5.7% | +2.5% | +3.2% | +3.1% |
| 6M | +39.1% | +9.2% | +29.9% | +27.2% |
| YTD | +17.7% | +9.8% | +7.9% | +6.1% |
| 1Y | +8.4% | +12.4% | -4.0% | -4.5% |
| 3Y | -36.6% | +55.9% | -92.5% | -60.4% |
| 5Y | -19.1% | +63.9% | -83.0% | -52.6% |
| 10Y | +262.8% | +249.1% | +13.8% | -2.7% |
| All | +776.5% | +615.8% | +160.7% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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