+262.4%
VSH vs MOH
+1,330.6%
-1,068.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.7% |
| 7D | +3.1% | -1.3% | +4.4% | +3.4% |
| 30D | -5.7% | +3.0% | -8.7% | -6.5% |
| 3M | -42.5% | +1.2% | -43.7% | -43.1% |
| 6M | +82.7% | +41.7% | +41.0% | +65.6% |
| YTD | +118.2% | +15.4% | +102.8% | +104.3% |
| 1Y | +109.7% | +11.8% | +97.9% | +96.1% |
| 3Y | +35.3% | -37.5% | +72.8% | +37.9% |
| 5Y | +65.6% | -20.6% | +86.2% | +54.9% |
| 10Y | +176.8% | +255.8% | -79.0% | +60.5% |
| All | +262.4% | +1,330.6% | -1,068.2% | +3.4% |
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