+741.3%
MS vs MOH
+1,396.4%
-655.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +5.1% | +0.2% | +4.8% | +5.0% |
| 30D | +5.7% | +0.1% | +5.5% | +5.4% |
| 3M | -12.2% | +1.8% | -14.0% | -13.0% |
| 6M | -0.5% | +9.1% | -9.6% | -4.0% |
| YTD | +9.8% | +20.7% | -10.9% | +0.2% |
| 1Y | +17.7% | +51.3% | -33.5% | +0.7% |
| 3Y | +176.8% | -42.0% | +218.8% | +186.8% |
| 5Y | +123.7% | -33.1% | +156.8% | +117.5% |
| 10Y | +556.3% | +340.8% | +215.6% | +218.8% |
| All | +741.3% | +1,396.4% | -655.0% | +128.1% |
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