+1,502.1%
QLD vs MOH
+339.2%
+1,163.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +7.0% | +0.2% | +6.8% | +6.9% |
| 30D | -14.3% | +0.1% | -14.5% | -14.6% |
| 3M | -16.0% | +1.8% | -17.8% | -17.0% |
| 6M | -14.2% | +9.1% | -23.4% | -17.6% |
| YTD | +12.8% | +20.7% | -8.0% | +1.7% |
| 1Y | +14.1% | +51.3% | -37.2% | -4.7% |
| 3Y | +146.0% | -42.0% | +187.9% | +160.7% |
| 5Y | +82.0% | -33.1% | +115.1% | +78.4% |
| All | +1,502.1% | +339.2% | +1,163.0% | +752.2% |
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