+1,098.0%
A vs MOH
+1,286.6%
-188.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -4.4% | -4.2% | -0.2% | -3.5% |
| 30D | -2.7% | -2.4% | -0.3% | -2.3% |
| 3M | +7.0% | -4.4% | +11.4% | +7.5% |
| 6M | +24.6% | +32.9% | -8.3% | +15.5% |
| YTD | +7.0% | +11.9% | -4.8% | +1.5% |
| 1Y | +15.6% | +6.9% | +8.6% | +9.7% |
| 3Y | +29.9% | -39.4% | +69.3% | +34.1% |
| 5Y | -15.4% | -25.0% | +9.6% | -17.7% |
| 10Y | +248.9% | +244.9% | +4.0% | +123.2% |
| All | +1,098.0% | +1,286.6% | -188.7% | +360.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling