+280.4%
SHW vs MOH
+264.4%
+16.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.1% | +1.5% |
| 7D | -3.1% | +1.7% | -4.8% | -3.4% |
| 30D | -10.0% | -0.9% | -9.1% | -9.9% |
| 3M | +2.3% | +5.7% | -3.4% | +0.9% |
| 6M | +0.7% | +39.1% | -38.5% | -6.2% |
| YTD | +0.5% | +17.7% | -17.2% | -4.6% |
| 1Y | -11.5% | +8.4% | -19.9% | -15.2% |
| 3Y | +21.3% | -36.6% | +57.9% | +24.8% |
| 5Y | +12.5% | -19.1% | +31.6% | +8.3% |
| All | +280.4% | +264.4% | +16.1% | +184.3% |
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