+81.8%
XLI vs MOH
-19.7%
+101.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.9% |
| 7D | -1.7% | +1.7% | -3.4% | -1.8% |
| 30D | -7.3% | -0.9% | -6.4% | -7.2% |
| 3M | -1.3% | +5.7% | -7.1% | -2.0% |
| 6M | +2.2% | +39.1% | -36.9% | -0.7% |
| YTD | +11.7% | +17.7% | -6.0% | +9.2% |
| 1Y | +14.3% | +8.4% | +5.9% | +12.1% |
| 3Y | +70.3% | -36.6% | +106.9% | +71.9% |
| All | +81.8% | -19.7% | +101.5% | +70.6% |
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