+378.1%
PSX vs MOH
+264.4%
+113.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.1% |
| 7D | +1.7% | +1.7% | 0.0% | +1.4% |
| 30D | +15.6% | -0.9% | +16.5% | +15.7% |
| 3M | +46.5% | +5.7% | +40.8% | +44.8% |
| 6M | +55.0% | +39.1% | +15.9% | +46.2% |
| YTD | +105.3% | +17.7% | +87.6% | +96.6% |
| 1Y | +101.6% | +8.4% | +93.2% | +94.4% |
| 3Y | +134.1% | -36.6% | +170.7% | +138.3% |
| 5Y | +368.7% | -19.1% | +387.8% | +342.3% |
| All | +378.1% | +264.4% | +113.7% | +252.9% |
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