+878.4%
MSFT vs MOH
+264.4%
+614.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.4% |
| 7D | -0.8% | +1.7% | -2.5% | -1.1% |
| 30D | +0.8% | -0.9% | +1.7% | +0.9% |
| 3M | +27.2% | +5.7% | +21.5% | +25.8% |
| 6M | +22.9% | +39.1% | -16.2% | +15.8% |
| YTD | +3.1% | +17.7% | -14.6% | -1.5% |
| 1Y | -0.3% | +8.4% | -8.6% | -4.0% |
| 3Y | +50.1% | -36.6% | +86.7% | +53.3% |
| 5Y | +74.6% | -19.1% | +93.7% | +65.8% |
| All | +878.4% | +264.4% | +614.0% | +607.5% |
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