+876.1%
SYK vs MOH
+1,330.6%
-454.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.1% | -2.5% |
| 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% | -12.8% |
| 6M | -24.3% | +41.7% | -66.0% | -29.3% |
| YTD | -22.8% | +15.4% | -38.2% | -26.1% |
| 1Y | -28.8% | +11.8% | -40.6% | -31.9% |
| 3Y | -4.0% | -37.5% | +33.5% | -1.7% |
| 5Y | +3.8% | -20.6% | +24.5% | +1.0% |
| 10Y | +172.8% | +255.8% | -83.0% | +99.7% |
| All | +876.1% | +1,330.6% | -454.4% | +453.4% |
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 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