+261.9%
MOH vs WU
-39.1%
+301.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +1.7% | -3.5% | +5.2% | +2.6% |
| 30D | -0.9% | -2.9% | +2.1% | -0.2% |
| 3M | +5.7% | -2.3% | +8.0% | +5.2% |
| 6M | +39.1% | -25.4% | +64.5% | +48.2% |
| YTD | +17.7% | -21.2% | +38.9% | +22.8% |
| 1Y | +8.4% | -8.9% | +17.2% | +8.0% |
| 3Y | -36.6% | -29.0% | -7.6% | -33.3% |
| 5Y | -19.1% | -50.7% | +31.7% | -5.7% |
| All | +261.9% | -39.1% | +301.0% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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