+282.9%
SPGI vs MOH
+264.4%
+18.5%
-39.8%
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% | -0.3% |
| 7D | -7.4% | +1.7% | -9.1% | -7.7% |
| 30D | +0.4% | -0.9% | +1.3% | +0.5% |
| 3M | +5.3% | +5.7% | -0.4% | +4.0% |
| 6M | +1.7% | +39.1% | -37.5% | -4.8% |
| YTD | -16.4% | +17.7% | -34.0% | -20.2% |
| 1Y | -20.5% | +8.4% | -28.9% | -23.5% |
| 3Y | +14.2% | -36.6% | +50.8% | +16.9% |
| 5Y | +0.6% | -19.1% | +19.7% | -4.1% |
| All | +282.9% | +264.4% | +18.5% | +184.4% |
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