+855.0%
MS vs MOH
+1,334.3%
-479.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | -0.3% | +2.9% | -3.2% | -1.1% |
| 3M | +0.3% | +4.1% | -3.8% | -1.5% |
| 6M | +31.3% | +33.8% | -2.5% | +19.6% |
| YTD | +24.7% | +15.7% | +9.0% | +15.5% |
| 1Y | +47.9% | +17.5% | +30.4% | +34.6% |
| 3Y | +178.3% | -35.3% | +213.7% | +178.9% |
| 5Y | +144.9% | -26.9% | +171.8% | +131.6% |
| 10Y | +804.5% | +262.9% | +541.6% | +363.5% |
| All | +855.0% | +1,334.3% | -479.3% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling