+23.6%
SYY vs MOH
-19.7%
+43.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.9% |
| 7D | +3.9% | +1.7% | +2.2% | +3.8% |
| 30D | -1.7% | -0.9% | -0.9% | -1.7% |
| 3M | +5.2% | +5.7% | -0.5% | +4.4% |
| 6M | -0.2% | +39.1% | -39.3% | -4.1% |
| YTD | +15.4% | +17.7% | -2.3% | +11.6% |
| 1Y | +5.6% | +8.4% | -2.8% | +2.7% |
| 3Y | +28.9% | -36.6% | +65.4% | +32.0% |
| All | +23.6% | -19.7% | +43.2% | +16.9% |
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