+2,042.7%
SPGI vs MOH
+1,302.1%
+740.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.8% |
| 7D | -2.5% | -3.3% | +0.9% | -1.8% |
| 30D | +5.4% | -0.1% | +5.5% | +5.4% |
| 3M | +9.0% | -1.1% | +10.1% | +8.9% |
| 6M | +0.8% | +35.9% | -35.1% | -5.8% |
| YTD | -12.6% | +13.1% | -25.7% | -16.3% |
| 1Y | -16.1% | +11.8% | -28.0% | -20.2% |
| 3Y | +19.0% | -38.7% | +57.7% | +22.1% |
| 5Y | +5.1% | -25.1% | +30.2% | +2.3% |
| 10Y | +295.5% | +243.8% | +51.6% | +169.7% |
| All | +2,042.7% | +1,302.1% | +740.5% | +912.0% |
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