+328.9%
ORCL vs MOH
+264.4%
+64.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -1.9% |
| 7D | -5.4% | +1.7% | -7.1% | -5.6% |
| 30D | -2.0% | -0.9% | -1.1% | -1.9% |
| 3M | -18.1% | +5.7% | -23.8% | -18.8% |
| 6M | -7.2% | +39.1% | -46.3% | -11.2% |
| YTD | -22.2% | +17.7% | -39.8% | -24.7% |
| 1Y | -50.6% | +8.4% | -59.0% | -52.0% |
| 3Y | +22.9% | -36.6% | +59.4% | +25.0% |
| 5Y | +79.3% | -19.1% | +98.3% | +71.7% |
| All | +328.9% | +264.4% | +64.5% | +233.3% |
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