+629.3%
ON vs MOH
+264.4%
+364.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.0% | +6.5% | +8.1% |
| 7D | +2.4% | +1.7% | +0.7% | +2.0% |
| 30D | -8.6% | -0.9% | -7.7% | -8.5% |
| 3M | -34.3% | +5.7% | -40.0% | -35.7% |
| 6M | +28.5% | +39.1% | -10.6% | +18.1% |
| YTD | +40.6% | +17.7% | +22.9% | +31.7% |
| 1Y | +55.3% | +8.4% | +46.9% | +47.0% |
| 3Y | -22.2% | -36.6% | +14.4% | -21.0% |
| 5Y | +62.4% | -19.1% | +81.5% | +51.3% |
| All | +629.3% | +264.4% | +364.9% | +414.3% |
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