+304.8%
STLD vs MOH
-19.7%
+324.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.8% | +1.0% |
| 7D | -0.9% | +1.7% | -2.6% | -1.1% |
| 30D | -8.9% | -0.9% | -8.0% | -8.8% |
| 3M | -14.0% | +5.7% | -19.7% | -14.6% |
| 6M | +30.8% | +39.1% | -8.3% | +26.3% |
| YTD | +42.3% | +17.7% | +24.6% | +38.7% |
| 1Y | +81.1% | +8.4% | +72.7% | +77.5% |
| 3Y | +149.2% | -36.6% | +185.8% | +147.9% |
| All | +304.8% | -19.7% | +324.5% | +274.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling