+1,725.6%
MSI vs MOH
+1,286.6%
+438.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -4.0% | -4.2% | +0.2% | -3.2% |
| 30D | -0.5% | -2.4% | +1.9% | -0.1% |
| 3M | +11.4% | -4.4% | +15.8% | +11.8% |
| 6M | +1.0% | +32.9% | -32.0% | -5.4% |
| YTD | +20.7% | +11.9% | +8.8% | +15.4% |
| 1Y | -2.7% | +6.9% | -9.6% | -6.9% |
| 3Y | +68.2% | -39.4% | +107.6% | +73.2% |
| 5Y | +100.0% | -25.0% | +124.9% | +94.8% |
| 10Y | +596.9% | +244.9% | +352.0% | +364.8% |
| All | +1,725.6% | +1,286.6% | +438.9% | +628.9% |
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