+64.3%
XLF vs MOH
-19.7%
+83.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.5% |
| 7D | -1.5% | +1.7% | -3.2% | -1.6% |
| 30D | -1.2% | -0.9% | -0.3% | -1.1% |
| 3M | +9.2% | +5.7% | +3.5% | +8.6% |
| 6M | +16.3% | +39.1% | -22.8% | +13.1% |
| YTD | +5.4% | +17.7% | -12.3% | +3.3% |
| 1Y | +7.6% | +8.4% | -0.8% | +5.9% |
| 3Y | +74.2% | -36.6% | +110.8% | +76.5% |
| All | +64.3% | -19.7% | +83.9% | +53.6% |
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