+620.6%
MSCI vs MOH
+264.4%
+356.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.9% |
| 7D | -3.2% | +1.7% | -4.9% | -3.5% |
| 30D | -1.1% | -0.9% | -0.3% | -1.0% |
| 3M | -6.3% | +5.7% | -12.1% | -7.7% |
| 6M | +2.1% | +39.1% | -37.0% | -5.2% |
| YTD | -2.3% | +17.7% | -19.9% | -7.3% |
| 1Y | -3.9% | +8.4% | -12.3% | -8.1% |
| 3Y | +7.5% | -36.6% | +44.0% | +10.1% |
| 5Y | -9.8% | -19.1% | +9.3% | -14.0% |
| All | +620.6% | +264.4% | +356.2% | +438.5% |
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