+215.2%
XLY vs MOH
+264.4%
-49.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | -1.7% | +1.7% | -3.4% | -1.9% |
| 30D | -4.2% | -0.9% | -3.3% | -4.1% |
| 3M | -2.7% | +5.7% | -8.4% | -3.7% |
| 6M | -0.6% | +39.1% | -39.8% | -6.1% |
| YTD | -5.0% | +17.7% | -22.7% | -8.9% |
| 1Y | -4.1% | +8.4% | -12.5% | -7.3% |
| 3Y | +33.6% | -36.6% | +70.2% | +36.4% |
| 5Y | +28.7% | -19.1% | +47.8% | +24.0% |
| All | +215.2% | +264.4% | -49.2% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling