-22.3%
MOH vs WY
-22.2%
-0.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.7% | -4.2% | +5.9% | +2.9% |
| 30D | -0.9% | -10.1% | +9.2% | +2.0% |
| 3M | +5.7% | -8.5% | +14.2% | +8.0% |
| 6M | +39.1% | -3.3% | +42.5% | +39.4% |
| YTD | +17.7% | -4.4% | +22.1% | +17.9% |
| 1Y | +8.4% | -11.5% | +19.9% | +11.0% |
| 3Y | -36.6% | -24.3% | -12.2% | -33.1% |
| All | -22.3% | -22.2% | -0.1% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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