+558.6%
QQQ vs MOH
+264.4%
+294.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | -0.6% | +1.7% | -2.3% | -0.8% |
| 30D | -1.2% | -0.9% | -0.3% | -1.2% |
| 3M | -0.2% | +5.7% | -5.9% | -1.3% |
| 6M | +17.9% | +39.1% | -21.2% | +11.6% |
| YTD | +16.6% | +17.7% | -1.0% | +11.9% |
| 1Y | +23.0% | +8.4% | +14.6% | +18.8% |
| 3Y | +92.9% | -36.6% | +129.5% | +96.4% |
| 5Y | +95.6% | -19.1% | +114.7% | +86.7% |
| All | +558.6% | +264.4% | +294.2% | +391.8% |
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