+1,133.5%
SRE vs MOH
+1,330.6%
-197.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.6% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | -1.7% | +3.0% | -4.7% | -2.2% |
| 3M | -7.1% | +1.2% | -8.3% | -7.5% |
| 6M | -8.4% | +41.7% | -50.1% | -12.9% |
| YTD | -3.5% | +15.4% | -18.9% | -6.7% |
| 1Y | +5.4% | +11.8% | -6.4% | +1.9% |
| 3Y | +29.5% | -37.5% | +67.0% | +31.3% |
| 5Y | +48.3% | -20.6% | +69.0% | +44.4% |
| 10Y | +123.5% | +255.8% | -132.3% | +73.5% |
| All | +1,133.5% | +1,330.6% | -197.1% | +687.6% |
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