+1,139.1%
PSX vs MOH
+672.8%
+466.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +1.8% | -4.2% | +6.0% | +2.5% |
| 30D | +21.6% | -2.4% | +24.0% | +22.0% |
| 3M | +46.5% | -4.4% | +50.9% | +47.1% |
| 6M | +62.0% | +32.9% | +29.1% | +54.0% |
| YTD | +106.3% | +11.9% | +94.5% | +99.3% |
| 1Y | +103.0% | +6.9% | +96.0% | +96.1% |
| 3Y | +135.5% | -39.4% | +175.0% | +141.2% |
| 5Y | +368.5% | -25.0% | +393.5% | +353.5% |
| 10Y | +386.6% | +244.9% | +141.7% | +256.1% |
| All | +1,139.1% | +672.8% | +466.3% | +724.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling