+1,064.1%
SPY vs MOH
+1,286.6%
-222.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -0.4% | -4.2% | +3.8% | +0.3% |
| 30D | -1.4% | -2.4% | +1.0% | -1.1% |
| 3M | +3.7% | -4.4% | +8.1% | +4.0% |
| 6M | +13.0% | +32.9% | -19.9% | +7.2% |
| YTD | +12.4% | +11.9% | +0.5% | +8.3% |
| 1Y | +18.5% | +6.9% | +11.6% | +14.3% |
| 3Y | +77.6% | -39.4% | +117.1% | +81.6% |
| 5Y | +81.7% | -25.0% | +106.6% | +77.4% |
| 10Y | +319.7% | +244.9% | +74.8% | +203.7% |
| All | +1,064.1% | +1,286.6% | -222.6% | +517.0% |
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