+2,417.1%
MSCI vs MOH
+659.5%
+1,757.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +0.6% | +2.9% | -2.3% | -0.2% |
| 3M | -7.1% | +4.1% | -11.2% | -8.4% |
| 6M | +0.8% | +33.8% | -33.0% | -6.8% |
| YTD | +1.0% | +15.7% | -14.7% | -4.8% |
| 1Y | +4.3% | +17.5% | -13.2% | -3.0% |
| 3Y | +9.9% | -35.3% | +45.3% | +11.7% |
| 5Y | -6.8% | -26.9% | +20.2% | -9.0% |
| 10Y | +614.7% | +262.9% | +351.7% | +339.7% |
| All | +2,417.1% | +659.5% | +1,757.7% | +759.3% |
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