+40.9%
VSH vs MOH
-36.3%
+77.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.0% | +4.2% | +6.0% |
| 7D | +4.8% | +1.7% | +3.1% | +4.7% |
| 30D | -0.7% | -0.9% | +0.2% | -0.7% |
| 3M | -43.1% | +5.7% | -48.8% | -43.3% |
| 6M | +91.8% | +39.1% | +52.7% | +87.4% |
| YTD | +131.6% | +17.7% | +113.9% | +127.6% |
| 1Y | +118.1% | +8.4% | +109.7% | +114.0% |
| 3Y | +40.9% | -36.6% | +77.5% | +31.9% |
| All | +40.9% | -36.3% | +77.2% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling