+183.3%
SW vs MOH
+296.8%
-113.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | +1.8% | -2.4% | +4.3% | +2.0% |
| 30D | +7.0% | +3.3% | +3.8% | +6.8% |
| 3M | -7.6% | +3.5% | -11.1% | -7.9% |
| 6M | +8.5% | +9.4% | -0.8% | +7.8% |
| YTD | +17.7% | +17.2% | +0.5% | +15.9% |
| 1Y | +27.1% | +33.7% | -6.7% | +24.2% |
| 3Y | +48.2% | -42.3% | +90.5% | +49.3% |
| 5Y | -2.3% | -33.4% | +31.1% | -2.6% |
| 10Y | +183.3% | +310.9% | -127.6% | +166.6% |
| All | +183.3% | +296.8% | -113.5% | +166.6% |
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 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