+302.3%
NEM vs MOH
+264.4%
+37.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.5% |
| 7D | -1.0% | +1.7% | -2.7% | -1.0% |
| 30D | +7.8% | -0.9% | +8.7% | +7.8% |
| 3M | +30.2% | +5.7% | +24.5% | +30.0% |
| 6M | +9.6% | +39.1% | -29.5% | +8.8% |
| YTD | +27.8% | +17.7% | +10.1% | +27.1% |
| 1Y | +60.7% | +8.4% | +52.3% | +59.9% |
| 3Y | +245.3% | -36.6% | +281.9% | +246.4% |
| 5Y | +155.3% | -19.1% | +174.4% | +150.3% |
| All | +302.3% | +264.4% | +37.9% | +248.6% |
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 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