-31.5%
XYL vs MOH
+53.5%
-85.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.9% | -4.0% | +4.3% |
| 7D | +14.5% | +14.3% | +0.2% | +13.5% |
| 30D | -1.3% | +16.7% | -18.0% | -2.2% |
| 3M | -17.0% | +18.3% | -35.3% | -17.8% |
| 6M | -11.3% | +15.8% | -27.1% | -12.2% |
| YTD | -25.0% | +30.5% | -55.4% | -27.3% |
| 1Y | -31.5% | +49.3% | -80.8% | -35.1% |
| All | -31.5% | +53.5% | -85.0% | -35.1% |
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 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