+11.7%
MOS vs MOH
+264.4%
-252.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.2% |
| 7D | -1.7% | +1.7% | -3.4% | -2.1% |
| 30D | +12.4% | -0.9% | +13.3% | +12.5% |
| 3M | +20.5% | +5.7% | +14.7% | +19.0% |
| 6M | -12.0% | +39.1% | -51.1% | -17.6% |
| YTD | +7.4% | +17.7% | -10.3% | +2.3% |
| 1Y | -22.5% | +8.4% | -30.8% | -25.4% |
| 3Y | -25.5% | -36.6% | +11.1% | -23.5% |
| 5Y | -10.1% | -19.1% | +9.0% | -12.9% |
| All | +11.7% | +264.4% | -252.6% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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