+386.3%
VNQ vs MOH
+760.8%
-374.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.2% | +0.3% |
| 7D | -1.3% | +1.7% | -3.0% | -1.6% |
| 30D | -2.6% | -0.9% | -1.7% | -2.5% |
| 3M | -2.0% | +5.7% | -7.7% | -3.5% |
| 6M | +4.3% | +39.1% | -34.8% | -3.5% |
| YTD | +9.2% | +17.7% | -8.5% | +3.0% |
| 1Y | +5.6% | +8.4% | -2.8% | +0.4% |
| 3Y | +30.8% | -36.6% | +67.4% | +33.5% |
| 5Y | +8.0% | -19.1% | +27.1% | +3.0% |
| 10Y | +63.7% | +262.8% | -199.1% | +3.4% |
| All | +386.3% | +760.8% | -374.5% | +86.4% |
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 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