+155.2%
W vs MOH
+264.4%
-109.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.8% | +0.6% |
| 7D | -0.9% | +1.7% | -2.6% | -1.4% |
| 30D | -4.2% | -0.9% | -3.4% | -4.2% |
| 3M | +26.9% | +5.7% | +21.2% | +23.9% |
| 6M | +31.2% | +39.1% | -7.9% | +16.9% |
| YTD | -1.8% | +17.7% | -19.5% | -10.5% |
| 1Y | +9.3% | +8.4% | +0.9% | +0.9% |
| 3Y | +33.2% | -36.6% | +69.8% | +34.4% |
| 5Y | -62.4% | -19.1% | -43.3% | -66.6% |
| All | +155.2% | +264.4% | -109.1% | +37.1% |
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