-22.3%
MOH vs WTW
+42.0%
-64.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +1.7% | -5.7% | +7.4% | +3.8% |
| 30D | -0.9% | -7.3% | +6.4% | +1.7% |
| 3M | +5.7% | +21.5% | -15.8% | -2.2% |
| 6M | +39.1% | +9.6% | +29.5% | +33.0% |
| YTD | +17.7% | -3.3% | +21.0% | +17.7% |
| 1Y | +8.4% | -6.1% | +14.5% | +9.8% |
| 3Y | -36.6% | +61.8% | -98.4% | -47.4% |
| All | -22.3% | +42.0% | -64.3% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling