+778.5%
MOH vs WU
-22.4%
+800.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +1.7% | -3.5% | +5.2% | +2.9% |
| 30D | -0.9% | -2.9% | +2.1% | 0.0% |
| 3M | +5.7% | -2.3% | +8.0% | +5.0% |
| 6M | +39.1% | -25.4% | +64.5% | +50.3% |
| YTD | +17.7% | -21.2% | +38.9% | +24.1% |
| 1Y | +8.4% | -8.9% | +17.2% | +8.3% |
| 3Y | -36.6% | -29.0% | -7.6% | -32.5% |
| 5Y | -19.1% | -50.7% | +31.7% | -4.9% |
| 10Y | +262.8% | -39.7% | +302.5% | +281.0% |
| All | +778.5% | -22.4% | +800.9% | +690.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling