+1,373.7%
SPG vs MOH
+1,330.6%
+43.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.6% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | -5.8% | +3.0% | -8.7% | -6.5% |
| 3M | -2.8% | +1.2% | -4.0% | -3.5% |
| 6M | +8.9% | +41.7% | -32.8% | +0.2% |
| YTD | +14.3% | +15.4% | -1.1% | +8.1% |
| 1Y | +19.5% | +11.8% | +7.7% | +12.8% |
| 3Y | +106.9% | -37.5% | +144.4% | +111.3% |
| 5Y | +108.7% | -20.6% | +129.4% | +99.2% |
| 10Y | +63.8% | +255.8% | -192.0% | +2.8% |
| All | +1,373.7% | +1,330.6% | +43.1% | +472.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling