+171.9%
SAP vs MOH
+264.4%
-92.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | 0.0% |
| 7D | -4.1% | +1.7% | -5.8% | -4.3% |
| 30D | +1.1% | -0.9% | +2.0% | +1.1% |
| 3M | +26.1% | +5.7% | +20.4% | +25.0% |
| 6M | +9.8% | +39.1% | -29.3% | +4.7% |
| YTD | -13.6% | +17.7% | -31.3% | -16.6% |
| 1Y | -18.7% | +8.4% | -27.1% | -21.0% |
| 3Y | +54.1% | -36.6% | +90.7% | +57.7% |
| 5Y | +54.7% | -19.1% | +73.8% | +49.3% |
| All | +171.9% | +264.4% | -92.5% | +112.4% |
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