+104.6%
MSI vs MOH
-19.7%
+124.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | -0.4% | +1.7% | -2.1% | -0.6% |
| 30D | -0.8% | -0.9% | +0.1% | -0.7% |
| 3M | +13.9% | +5.7% | +8.2% | +13.0% |
| 6M | +1.3% | +39.1% | -37.8% | -2.8% |
| YTD | +22.3% | +17.7% | +4.6% | +18.4% |
| 1Y | -3.9% | +8.4% | -12.2% | -6.3% |
| 3Y | +69.9% | -36.6% | +106.4% | +73.3% |
| All | +104.6% | -19.7% | +124.2% | +92.3% |
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 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