+3,746.6%
MTZ vs MOH
+1,302.1%
+2,444.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.2% | +6.0% | +4.2% |
| 7D | +3.6% | -3.3% | +6.9% | +4.2% |
| 30D | -9.6% | -0.1% | -9.6% | -9.7% |
| 3M | -31.9% | -1.1% | -30.9% | -32.2% |
| 6M | -13.8% | +35.9% | -49.7% | -20.0% |
| YTD | +13.3% | +13.1% | +0.1% | +7.3% |
| 1Y | +39.3% | +11.8% | +27.5% | +31.0% |
| 3Y | +168.3% | -38.7% | +207.1% | +172.3% |
| 5Y | +166.4% | -25.1% | +191.5% | +153.2% |
| 10Y | +739.9% | +243.8% | +496.1% | +428.7% |
| All | +3,746.6% | +1,302.1% | +2,444.4% | +1,306.6% |
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