-10.9%
MSCI vs MOH
-23.8%
+12.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.4% | -1.6% |
| 7D | -4.7% | -1.3% | -3.4% | -4.6% |
| 30D | -2.2% | +3.0% | -5.1% | -2.6% |
| 3M | -9.7% | +1.2% | -10.9% | -10.0% |
| 6M | +0.3% | +41.7% | -41.5% | -4.7% |
| YTD | -3.5% | +15.4% | -18.9% | -6.5% |
| 1Y | -1.4% | +11.8% | -13.2% | -4.5% |
| 3Y | +6.6% | -37.5% | +44.1% | +8.5% |
| 5Y | -10.9% | -20.6% | +9.7% | -20.6% |
| All | -10.9% | -23.8% | +12.9% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling