+143.4%
PEG vs MOH
+264.4%
-121.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.3% |
| 7D | -0.9% | +1.7% | -2.6% | -1.1% |
| 30D | -3.7% | -0.9% | -2.8% | -3.7% |
| 3M | -7.3% | +5.7% | -13.0% | -8.0% |
| 6M | -10.5% | +39.1% | -49.6% | -14.1% |
| YTD | -7.5% | +17.7% | -25.2% | -10.3% |
| 1Y | -8.7% | +8.4% | -17.1% | -11.0% |
| 3Y | +31.4% | -36.6% | +67.9% | +33.5% |
| 5Y | +37.8% | -19.1% | +56.9% | +34.1% |
| All | +143.4% | +264.4% | -121.0% | +94.5% |
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