+599.1%
XYZ vs MOH
+264.4%
+334.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.3% |
| 7D | -4.3% | +1.7% | -6.0% | -4.7% |
| 30D | +1.2% | -0.9% | +2.1% | +1.3% |
| 3M | +14.6% | +5.7% | +8.9% | +12.5% |
| 6M | +22.6% | +39.1% | -16.6% | +11.0% |
| YTD | +21.7% | +17.7% | +4.0% | +12.8% |
| 1Y | +6.7% | +8.4% | -1.7% | 0.0% |
| 3Y | +46.8% | -36.6% | +83.4% | +48.8% |
| 5Y | -68.0% | -19.1% | -49.0% | -70.9% |
| All | +599.1% | +264.4% | +334.7% | +305.8% |
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