+184.4%
SW vs MOH
+310.6%
-126.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | +2.2% | -0.7% | +2.9% | +2.2% |
| 30D | +7.4% | +4.8% | +2.7% | +7.1% |
| 3M | -5.9% | +3.8% | -9.7% | -6.2% |
| 6M | +9.0% | +11.0% | -2.0% | +8.1% |
| YTD | +18.1% | +18.9% | -0.8% | +16.3% |
| 1Y | +28.7% | +46.5% | -17.8% | +25.2% |
| 3Y | +48.8% | -42.4% | +91.1% | +49.9% |
| 5Y | +2.5% | -31.8% | +34.3% | +2.0% |
| 10Y | +184.4% | +309.6% | -125.2% | +167.4% |
| All | +184.4% | +310.6% | -126.2% | +167.4% |
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