+16.0%
AA vs MOH
+53.5%
-37.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.9% | -6.2% | +3.4% |
| 7D | +0.9% | +14.3% | -13.4% | +2.0% |
| 30D | -6.4% | +16.7% | -23.1% | -5.3% |
| 3M | -13.0% | +18.3% | -31.3% | -11.7% |
| 6M | -34.6% | +15.8% | -50.4% | -33.4% |
| YTD | -23.0% | +30.5% | -53.5% | -20.4% |
| 1Y | +16.0% | +49.3% | -33.3% | +17.0% |
| All | +16.0% | +53.5% | -37.5% | +17.0% |
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