+1,076.5%
XLI vs MOH
+1,358.8%
-282.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.8% |
| 7D | -1.7% | +1.7% | -3.4% | -1.9% |
| 30D | -7.3% | -0.9% | -6.4% | -7.2% |
| 3M | -1.3% | +5.7% | -7.1% | -2.6% |
| 6M | +2.2% | +39.1% | -36.9% | -3.8% |
| YTD | +11.7% | +17.7% | -6.0% | +6.6% |
| 1Y | +14.3% | +8.4% | +5.9% | +9.8% |
| 3Y | +70.3% | -36.6% | +106.9% | +73.0% |
| 5Y | +82.3% | -19.1% | +101.4% | +75.5% |
| 10Y | +258.4% | +262.8% | -4.4% | +154.6% |
| All | +1,076.5% | +1,358.8% | -282.3% | +512.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling