+3,380.0%
TSCO vs MOH
+1,358.8%
+2,021.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.8% |
| 7D | -5.7% | +1.7% | -7.4% | -5.9% |
| 30D | -8.8% | -0.9% | -7.9% | -8.7% |
| 3M | +6.3% | +5.7% | +0.6% | +5.0% |
| 6M | -32.3% | +39.1% | -71.4% | -36.4% |
| YTD | -32.7% | +17.7% | -50.4% | -35.8% |
| 1Y | -43.7% | +8.4% | -52.1% | -45.9% |
| 3Y | -19.7% | -36.6% | +16.9% | -18.2% |
| 5Y | -11.6% | -19.1% | +7.5% | -14.7% |
| 10Y | +184.1% | +262.8% | -78.7% | +99.5% |
| All | +3,380.0% | +1,358.8% | +2,021.2% | +1,547.3% |
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