+9.0%
MSFT vs MOH
+53.5%
-44.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.9% | -2.3% | +7.0% |
| 7D | +4.7% | +14.3% | -9.6% | +5.3% |
| 30D | +5.8% | +16.7% | -10.9% | +6.6% |
| 3M | +13.0% | +18.3% | -5.3% | +14.2% |
| 6M | +34.9% | +15.8% | +19.1% | +36.9% |
| YTD | +15.7% | +30.5% | -14.8% | +19.6% |
| 1Y | +9.0% | +49.3% | -40.3% | +13.6% |
| All | +9.0% | +53.5% | -44.5% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling