+138.6%
NOK vs MOH
+264.4%
-125.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.5% |
| 7D | +11.0% | +1.7% | +9.3% | +10.6% |
| 30D | +7.8% | -0.9% | +8.7% | +7.9% |
| 3M | -21.0% | +5.7% | -26.7% | -21.9% |
| 6M | +40.9% | +39.1% | +1.8% | +33.4% |
| YTD | +72.0% | +17.7% | +54.3% | +65.0% |
| 1Y | +140.9% | +8.4% | +132.5% | +131.9% |
| 3Y | +194.3% | -36.6% | +230.8% | +201.1% |
| 5Y | +112.5% | -19.1% | +131.6% | +104.6% |
| All | +138.6% | +264.4% | -125.8% | +79.2% |
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