+722.5%
SW vs MOH
+1,011.6%
-289.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.8% |
| 7D | +2.3% | +2.1% | +0.3% | +2.2% |
| 30D | +6.8% | +7.3% | -0.5% | +6.5% |
| 3M | -5.2% | +8.9% | -14.1% | -5.5% |
| 6M | +7.4% | +5.8% | +1.6% | +7.1% |
| YTD | +17.4% | +20.4% | -3.0% | +16.2% |
| 1Y | +27.1% | +42.1% | -15.0% | +25.2% |
| 3Y | +47.9% | -40.0% | +87.9% | +48.3% |
| 5Y | -2.6% | -31.3% | +28.7% | -2.8% |
| 10Y | +182.7% | +288.3% | -105.6% | +172.3% |
| All | +722.5% | +1,011.6% | -289.1% | +697.7% |
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