+213.6%
RF vs MOH
+339.2%
-125.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +7.3% | +0.1% | +7.2% | +7.2% |
| 3M | -7.9% | +1.8% | -9.8% | -8.4% |
| 6M | +10.5% | +9.1% | +1.4% | +8.4% |
| YTD | +9.6% | +20.7% | -11.1% | +4.4% |
| 1Y | +20.3% | +51.3% | -31.0% | +10.1% |
| 3Y | +119.5% | -42.0% | +161.5% | +128.1% |
| 5Y | +48.2% | -33.1% | +81.3% | +46.2% |
| All | +213.6% | +339.2% | -125.6% | +129.7% |
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