+9,694.1%
STX vs MOH
+1,286.6%
+8,407.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | +9.6% | -4.2% | +13.8% | +10.5% |
| 30D | +10.6% | -2.4% | +13.0% | +11.1% |
| 3M | +4.8% | -4.4% | +9.2% | +5.1% |
| 6M | +137.3% | +32.9% | +104.3% | +120.6% |
| YTD | +222.5% | +11.9% | +210.6% | +206.5% |
| 1Y | +366.2% | +6.9% | +359.3% | +341.3% |
| 3Y | +1,352.9% | -39.4% | +1,392.3% | +1,372.0% |
| 5Y | +1,077.4% | -25.0% | +1,102.4% | +1,012.9% |
| 10Y | +3,621.5% | +244.9% | +3,376.6% | +2,060.7% |
| All | +9,694.1% | +1,286.6% | +8,407.4% | +3,600.6% |
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