+299.2%
TEVA vs MOH
-19.7%
+318.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | +0.1% | +1.9% |
| 7D | +2.0% | +1.7% | +0.3% | +1.9% |
| 30D | +1.0% | -0.9% | +1.8% | +1.0% |
| 3M | +7.3% | +5.7% | +1.6% | +6.4% |
| 6M | +21.7% | +39.1% | -17.4% | +17.6% |
| YTD | +18.8% | +17.7% | +1.2% | +15.8% |
| 1Y | +86.5% | +8.4% | +78.1% | +82.6% |
| 3Y | +269.4% | -36.6% | +306.0% | +268.6% |
| All | +299.2% | -19.7% | +318.9% | +279.4% |
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 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