+4,245.8%
NDAQ vs MOH
+1,286.6%
+2,959.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -1.6% | -4.2% | +2.6% | -0.8% |
| 30D | -1.5% | -2.4% | +0.9% | -1.1% |
| 3M | +8.0% | -4.4% | +12.4% | +8.5% |
| 6M | +7.7% | +32.9% | -25.2% | +1.0% |
| YTD | -2.3% | +11.9% | -14.2% | -6.5% |
| 1Y | +0.6% | +6.9% | -6.4% | -3.7% |
| 3Y | +90.9% | -39.4% | +130.3% | +96.3% |
| 5Y | +52.5% | -25.0% | +77.4% | +47.8% |
| 10Y | +380.3% | +244.9% | +135.4% | +214.2% |
| All | +4,245.8% | +1,286.6% | +2,959.2% | +1,636.9% |
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