+261.9%
MOH vs WYNN
+1.1%
+260.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | +1.7% | -4.2% | +5.9% | +2.2% |
| 30D | -0.9% | -14.6% | +13.7% | +0.8% |
| 3M | +5.7% | -18.4% | +24.1% | +7.9% |
| 6M | +39.1% | -11.9% | +51.0% | +40.7% |
| YTD | +17.7% | -26.6% | +44.3% | +21.1% |
| 1Y | +8.4% | -28.5% | +36.9% | +11.4% |
| 3Y | -36.6% | -5.1% | -31.4% | -38.0% |
| 5Y | -19.1% | -10.5% | -8.6% | -22.6% |
| All | +261.9% | +1.1% | +260.8% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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