-1.6%
XLY vs MOH
+43.5%
-45.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -3.6% |
| 7D | +1.2% | +8.9% | -7.7% | +1.0% |
| 30D | +5.3% | +11.0% | -5.7% | +5.0% |
| 3M | -0.6% | +11.0% | -11.6% | -0.9% |
| 6M | +0.1% | +12.7% | -12.7% | +0.1% |
| YTD | -0.9% | +24.8% | -25.7% | -1.2% |
| 1Y | -1.6% | +44.7% | -46.3% | -3.5% |
| All | -1.6% | +43.5% | -45.0% | -3.5% |
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