-25.9%
AFRM vs MOH
-13.8%
-12.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.8% |
| 7D | -1.3% | +1.7% | -3.0% | -1.5% |
| 30D | -2.7% | -0.9% | -1.8% | -2.6% |
| 3M | +7.4% | +5.7% | +1.7% | +6.6% |
| 6M | +40.7% | +39.1% | +1.5% | +33.5% |
| YTD | -4.0% | +17.7% | -21.7% | -7.3% |
| 1Y | -12.2% | +8.4% | -20.6% | -14.9% |
| 3Y | +203.1% | -36.6% | +239.7% | +210.4% |
| 5Y | -42.2% | -19.1% | -23.2% | -37.7% |
| All | -25.9% | -13.8% | -12.1% | -20.3% |
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