+737.1%
MTZ vs MOH
+257.3%
+479.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.2% | -6.7% | -4.0% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | -14.8% | +3.0% | -17.8% | -15.2% |
| 3M | -30.8% | +1.2% | -32.0% | -31.2% |
| 6M | -22.6% | +41.7% | -64.4% | -27.1% |
| YTD | +6.8% | +15.4% | -8.6% | +2.5% |
| 1Y | +22.1% | +11.8% | +10.3% | +16.9% |
| 3Y | +153.1% | -37.5% | +190.6% | +156.0% |
| 5Y | +161.4% | -20.6% | +182.1% | +143.8% |
| All | +737.1% | +257.3% | +479.7% | +538.5% |
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