+1,186.3%
URI vs MOH
+264.4%
+921.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.4% |
| 7D | -2.1% | +1.7% | -3.8% | -2.4% |
| 30D | -12.4% | -0.9% | -11.5% | -12.4% |
| 3M | -7.3% | +5.7% | -13.0% | -9.1% |
| 6M | +27.2% | +39.1% | -11.9% | +17.5% |
| YTD | +23.0% | +17.7% | +5.3% | +15.6% |
| 1Y | +3.9% | +8.4% | -4.5% | -1.0% |
| 3Y | +121.6% | -36.6% | +158.2% | +123.7% |
| 5Y | +201.1% | -19.1% | +220.1% | +177.9% |
| All | +1,186.3% | +264.4% | +921.9% | +844.6% |
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