+122.5%
QLD vs MOH
-26.3%
+148.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +1.9% | -4.2% | +6.1% | +2.4% |
| 30D | -1.8% | -2.4% | +0.6% | -1.6% |
| 3M | -0.1% | -4.4% | +4.3% | +0.1% |
| 6M | +32.6% | +32.9% | -0.4% | +27.0% |
| YTD | +27.9% | +11.9% | +16.0% | +24.0% |
| 1Y | +40.3% | +6.9% | +33.3% | +36.0% |
| 3Y | +182.5% | -39.4% | +221.9% | +186.3% |
| 5Y | +122.5% | -25.0% | +147.5% | +95.5% |
| All | +122.5% | -26.3% | +148.9% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling