+118.2%
SRE vs MOH
+264.4%
-146.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.0% |
| 7D | -0.8% | +1.7% | -2.5% | -1.1% |
| 30D | -3.0% | -0.9% | -2.1% | -2.9% |
| 3M | -8.3% | +5.7% | -14.0% | -9.3% |
| 6M | -8.9% | +39.1% | -48.0% | -13.5% |
| YTD | -4.3% | +17.7% | -22.0% | -7.9% |
| 1Y | +2.7% | +8.4% | -5.6% | -0.5% |
| 3Y | +28.7% | -36.6% | +65.2% | +30.7% |
| 5Y | +47.1% | -19.1% | +66.2% | +41.0% |
| All | +118.2% | +264.4% | -146.1% | +66.2% |
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 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