+189.1%
AFRM vs MOH
-39.4%
+228.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.3% | -5.4% |
| 7D | -8.0% | -4.2% | -3.8% | -8.0% |
| 30D | -9.8% | -2.4% | -7.4% | -9.7% |
| 3M | +4.7% | -4.4% | +9.1% | +4.9% |
| 6M | +34.1% | +32.9% | +1.2% | +33.6% |
| YTD | -8.4% | +11.9% | -20.3% | -8.1% |
| 1Y | -22.9% | +6.9% | -29.9% | -23.0% |
| All | +189.1% | -39.4% | +228.6% | +189.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling