+10,687.7%
STLD vs MOH
+1,334.3%
+9,353.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | -9.0% | +2.9% | -11.9% | -9.7% |
| 3M | -12.4% | +4.1% | -16.5% | -13.8% |
| 6M | +25.5% | +33.8% | -8.3% | +15.0% |
| YTD | +43.6% | +15.7% | +27.9% | +33.7% |
| 1Y | +87.2% | +17.5% | +69.6% | +71.6% |
| 3Y | +135.2% | -35.3% | +170.5% | +136.9% |
| 5Y | +290.9% | -26.9% | +317.8% | +275.6% |
| 10Y | +1,113.5% | +262.9% | +850.5% | +577.8% |
| All | +10,687.7% | +1,334.3% | +9,353.4% | +3,299.5% |
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 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