+120.4%
XLK vs MOH
-36.3%
+156.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.6% | +1.4% |
| 7D | +0.2% | +1.7% | -1.5% | +0.3% |
| 30D | -0.6% | -0.9% | +0.3% | -0.6% |
| 3M | +2.6% | +5.7% | -3.2% | +2.8% |
| 6M | +34.0% | +39.1% | -5.2% | +35.1% |
| YTD | +30.7% | +17.7% | +13.0% | +31.4% |
| 1Y | +39.2% | +8.4% | +30.8% | +40.0% |
| 3Y | +120.4% | -36.6% | +157.0% | +114.1% |
| All | +120.4% | -36.3% | +156.7% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling