+167.6%
SYK vs MOH
+257.3%
-89.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.1% | -2.6% |
| 7D | -12.3% | -1.3% | -11.0% | -12.1% |
| 30D | -22.4% | +3.0% | -25.4% | -22.9% |
| 3M | -12.3% | +1.2% | -13.5% | -12.9% |
| 6M | -24.3% | +41.7% | -66.0% | -30.3% |
| YTD | -22.8% | +15.4% | -38.2% | -26.7% |
| 1Y | -28.8% | +11.8% | -40.6% | -32.5% |
| 3Y | -4.0% | -37.5% | +33.5% | -1.0% |
| 5Y | +3.8% | -20.6% | +24.5% | -1.0% |
| All | +167.6% | +257.3% | -89.7% | +83.8% |
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 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