+3,343.4%
STX vs MOH
+264.4%
+3,079.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.0% | -5.7% | -4.0% |
| 7D | -2.3% | +1.7% | -4.0% | -2.5% |
| 30D | -5.5% | -0.9% | -4.6% | -5.4% |
| 3M | -4.3% | +5.7% | -10.0% | -5.4% |
| 6M | +115.6% | +39.1% | +76.5% | +105.4% |
| YTD | +202.2% | +17.7% | +184.5% | +191.2% |
| 1Y | +325.3% | +8.4% | +316.9% | +311.4% |
| 3Y | +1,283.9% | -36.6% | +1,320.5% | +1,292.4% |
| 5Y | +1,048.3% | -19.1% | +1,067.4% | +978.5% |
| All | +3,343.4% | +264.4% | +3,079.0% | +2,207.8% |
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