+9,127.5%
QLD vs MOH
+731.8%
+8,395.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.7% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -0.1% | +2.9% | -3.0% | -1.3% |
| 3M | -8.4% | +4.1% | -12.5% | -10.5% |
| 6M | +32.2% | +33.8% | -1.6% | +16.6% |
| YTD | +28.9% | +15.7% | +13.2% | +16.0% |
| 1Y | +43.8% | +17.5% | +26.3% | +26.2% |
| 3Y | +176.6% | -35.3% | +211.9% | +175.3% |
| 5Y | +121.6% | -26.9% | +148.5% | +107.9% |
| 10Y | +1,652.9% | +262.9% | +1,390.0% | +699.7% |
| All | +9,127.5% | +731.8% | +8,395.7% | +1,883.5% |
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 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