+64.4%
UL vs MOH
+264.4%
-200.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.4% |
| 7D | -3.4% | +1.7% | -5.1% | -3.6% |
| 30D | +0.5% | -0.9% | +1.4% | +0.5% |
| 3M | +7.2% | +5.7% | +1.5% | +6.5% |
| 6M | -3.1% | +39.1% | -42.2% | -6.6% |
| YTD | -2.7% | +17.7% | -20.4% | -5.3% |
| 1Y | -10.2% | +8.4% | -18.6% | -12.3% |
| 3Y | +20.3% | -36.6% | +56.8% | +22.5% |
| 5Y | +19.9% | -19.1% | +39.0% | +17.6% |
| All | +64.4% | +264.4% | -200.0% | +43.2% |
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