+1.3%
WAT vs MOH
-19.7%
+20.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.4% |
| 7D | -0.3% | +1.7% | -2.0% | -0.5% |
| 30D | -1.9% | -0.9% | -1.0% | -1.8% |
| 3M | +13.5% | +5.7% | +7.8% | +12.1% |
| 6M | +37.2% | +39.1% | -1.9% | +28.7% |
| YTD | +7.5% | +17.7% | -10.2% | +2.6% |
| 1Y | +35.0% | +8.4% | +26.6% | +29.7% |
| 3Y | +55.1% | -36.6% | +91.7% | +60.5% |
| All | +1.3% | -19.7% | +20.9% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling