+773.9%
MS vs MOH
+257.3%
+516.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.7% |
| 7D | -2.1% | -1.3% | -0.8% | -1.9% |
| 30D | -1.1% | +3.0% | -4.1% | -1.6% |
| 3M | +3.5% | +1.2% | +2.3% | +2.9% |
| 6M | +33.7% | +41.7% | -8.0% | +25.6% |
| YTD | +21.8% | +15.4% | +6.4% | +16.7% |
| 1Y | +41.1% | +11.8% | +29.3% | +35.0% |
| 3Y | +174.5% | -37.5% | +212.0% | +179.0% |
| 5Y | +140.7% | -20.6% | +161.3% | +127.3% |
| All | +773.9% | +257.3% | +516.6% | +544.5% |
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