+62.1%
SPG vs MOH
+264.4%
-202.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | -1.2% | +1.7% | -2.9% | -1.4% |
| 30D | -6.1% | -0.9% | -5.2% | -6.1% |
| 3M | -3.6% | +5.7% | -9.4% | -4.7% |
| 6M | +10.4% | +39.1% | -28.7% | +4.2% |
| YTD | +14.4% | +17.7% | -3.3% | +9.5% |
| 1Y | +16.5% | +8.4% | +8.2% | +12.4% |
| 3Y | +106.8% | -36.6% | +143.4% | +110.8% |
| 5Y | +108.9% | -19.1% | +128.0% | +100.2% |
| All | +62.1% | +264.4% | -202.3% | +25.7% |
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