+553.4%
SE vs MOH
+218.8%
+334.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.7% |
| 7D | -5.2% | +1.7% | -6.9% | -5.6% |
| 30D | -17.1% | -0.9% | -16.2% | -17.0% |
| 3M | +24.0% | +5.7% | +18.3% | +22.1% |
| 6M | +21.0% | +39.1% | -18.1% | +12.3% |
| YTD | -16.7% | +17.7% | -34.4% | -21.0% |
| 1Y | -45.9% | +8.4% | -54.3% | -48.2% |
| 3Y | +177.8% | -36.6% | +214.4% | +182.5% |
| 5Y | -67.4% | -19.1% | -48.3% | -69.3% |
| All | +553.4% | +218.8% | +334.6% | +349.9% |
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