+328.6%
TMO vs MOH
+264.4%
+64.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.8% |
| 7D | -0.6% | +1.7% | -2.4% | -0.9% |
| 30D | +1.1% | -0.9% | +2.0% | +1.2% |
| 3M | +28.3% | +5.7% | +22.6% | +26.3% |
| 6M | +23.3% | +39.1% | -15.9% | +14.5% |
| YTD | +5.5% | +17.7% | -12.2% | -0.1% |
| 1Y | +24.5% | +8.4% | +16.2% | +19.0% |
| 3Y | +19.6% | -36.6% | +56.1% | +22.8% |
| 5Y | +8.1% | -19.1% | +27.2% | +3.8% |
| All | +328.6% | +264.4% | +64.2% | +207.1% |
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