+174.9%
NVS vs MOH
+264.4%
-89.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | -14.3% | +1.7% | -16.0% | -14.4% |
| 30D | -10.0% | -0.9% | -9.1% | -9.9% |
| 3M | -10.9% | +5.7% | -16.6% | -11.7% |
| 6M | -12.0% | +39.1% | -51.1% | -16.0% |
| YTD | +2.5% | +17.7% | -15.2% | -1.1% |
| 1Y | +10.7% | +8.4% | +2.3% | +7.5% |
| 3Y | +53.3% | -36.6% | +89.9% | +56.5% |
| 5Y | +93.6% | -19.1% | +112.7% | +88.2% |
| All | +174.9% | +264.4% | -89.5% | +127.5% |
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 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