+77.9%
NLY vs MOH
+264.4%
-186.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.4% | -0.7% |
| 7D | -4.0% | +1.7% | -5.7% | -4.2% |
| 30D | -5.2% | -0.9% | -4.3% | -5.2% |
| 3M | +2.8% | +5.7% | -2.9% | +1.8% |
| 6M | +4.2% | +39.1% | -34.9% | -0.6% |
| YTD | +4.7% | +17.7% | -13.0% | +1.1% |
| 1Y | +12.7% | +8.4% | +4.4% | +9.6% |
| 3Y | +62.5% | -36.6% | +99.1% | +65.3% |
| 5Y | +26.3% | -19.1% | +45.4% | +22.4% |
| All | +77.9% | +264.4% | -186.5% | +57.4% |
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