+1,627.6%
QLD vs MOH
+257.3%
+1,370.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.3% | -3.1% |
| 7D | -2.6% | -1.3% | -1.3% | -2.3% |
| 30D | -3.3% | +3.0% | -6.2% | -4.2% |
| 3M | +1.8% | +1.2% | +0.6% | +0.7% |
| 6M | +29.7% | +41.7% | -12.0% | +15.2% |
| YTD | +25.1% | +15.4% | +9.7% | +15.0% |
| 1Y | +37.1% | +11.8% | +25.3% | +25.3% |
| 3Y | +176.3% | -37.5% | +213.8% | +181.3% |
| 5Y | +121.0% | -20.6% | +141.6% | +100.8% |
| All | +1,627.6% | +257.3% | +1,370.3% | +903.5% |
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