+20.7%
XLK vs MOH
+53.5%
-32.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.9% | -8.9% | +0.7% |
| 7D | -7.6% | +14.3% | -21.9% | -6.6% |
| 30D | -12.2% | +16.7% | -28.8% | -11.0% |
| 3M | -5.5% | +18.3% | -23.8% | -4.1% |
| 6M | +9.2% | +15.8% | -6.6% | +10.9% |
| YTD | +23.0% | +30.5% | -7.4% | +25.6% |
| 1Y | +20.7% | +49.3% | -28.6% | +23.3% |
| All | +20.7% | +53.5% | -32.8% | +23.3% |
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