-68.1%
XYZ vs MOH
-23.8%
-44.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.7% |
| 7D | -5.2% | -1.3% | -3.9% | -5.0% |
| 30D | 0.0% | +3.0% | -3.0% | -0.3% |
| 3M | +18.7% | +1.2% | +17.5% | +18.4% |
| 6M | +20.5% | +41.7% | -21.2% | +15.8% |
| YTD | +21.5% | +15.4% | +6.1% | +18.3% |
| 1Y | +7.2% | +11.8% | -4.6% | +4.4% |
| 3Y | +49.0% | -37.5% | +86.5% | +49.2% |
| 5Y | -68.1% | -20.6% | -47.5% | -72.5% |
| All | -68.1% | -23.8% | -44.3% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling