+8,229.2%
QLD vs MOH
+766.8%
+7,462.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.2% |
| 7D | -1.2% | -7.6% | +6.4% | +1.6% |
| 30D | -15.7% | +2.4% | -18.1% | -16.7% |
| 3M | -10.0% | +7.6% | -17.6% | -13.1% |
| 6M | -11.2% | +13.0% | -24.2% | -16.6% |
| YTD | +16.4% | +20.6% | -4.2% | +2.5% |
| 1Y | +12.7% | +45.8% | -33.1% | -7.8% |
| 3Y | +152.3% | -41.6% | +193.9% | +161.5% |
| 5Y | +91.8% | -33.1% | +124.8% | +86.2% |
| 10Y | +1,520.2% | +340.2% | +1,180.0% | +587.8% |
| All | +8,229.2% | +766.8% | +7,462.4% | +1,652.0% |
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