+73.9%
MSFT vs MOH
-19.7%
+93.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.6% |
| 7D | -0.8% | +1.7% | -2.5% | -0.9% |
| 30D | +0.8% | -0.9% | +1.7% | +0.9% |
| 3M | +27.2% | +5.7% | +21.5% | +26.9% |
| 6M | +22.9% | +39.1% | -16.2% | +20.7% |
| YTD | +3.1% | +17.7% | -14.6% | +1.8% |
| 1Y | -0.3% | +8.4% | -8.6% | -1.1% |
| 3Y | +50.1% | -36.6% | +86.7% | +53.5% |
| All | +73.9% | -19.7% | +93.6% | +64.5% |
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 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