+1,263.7%
MU vs MOH
-23.8%
+1,287.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.2% | -8.1% | -4.9% |
| 7D | +2.0% | -1.3% | +3.3% | +2.0% |
| 30D | +12.5% | +3.0% | +9.6% | +12.5% |
| 3M | +9.6% | +1.2% | +8.4% | +9.5% |
| 6M | +142.6% | +41.7% | +100.9% | +139.6% |
| YTD | +242.7% | +15.4% | +227.2% | +238.9% |
| 1Y | +599.3% | +11.8% | +587.5% | +591.2% |
| 3Y | +1,308.3% | -37.5% | +1,345.8% | +1,283.7% |
| 5Y | +1,263.7% | -20.6% | +1,284.4% | +1,135.5% |
| All | +1,263.7% | -23.8% | +1,287.5% | +1,135.5% |
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