-1.7%
SW vs MOH
-33.0%
+31.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -3.0% | -3.1% | +0.1% | -2.8% |
| 30D | +4.2% | +0.2% | +4.0% | +4.1% |
| 3M | -11.5% | +1.8% | -13.4% | -11.7% |
| 6M | +8.6% | +9.5% | -0.9% | +7.7% |
| YTD | +15.0% | +20.9% | -5.9% | +12.8% |
| 1Y | +25.7% | +48.8% | -23.1% | +21.5% |
| 3Y | +44.8% | -41.4% | +86.2% | +45.6% |
| 5Y | -1.7% | -33.0% | +31.3% | -2.8% |
| All | -1.7% | -33.0% | +31.3% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling