-1.2%
WM vs MOH
+4.9%
-6.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.3% |
| 7D | -2.1% | +1.7% | -3.8% | -2.2% |
| 30D | -5.3% | -0.9% | -4.4% | -5.2% |
| 3M | -2.0% | +5.7% | -7.7% | -2.6% |
| 6M | -8.6% | +39.1% | -47.7% | -10.7% |
| YTD | -1.6% | +17.7% | -19.3% | -3.5% |
| 1Y | -1.2% | +8.4% | -9.6% | -3.7% |
| All | -1.2% | +4.9% | -6.1% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling