-45.0%
AFRM vs MOH
-23.8%
-21.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.7% |
| 7D | -8.5% | -1.3% | -7.2% | -8.3% |
| 30D | -11.4% | +3.0% | -14.3% | -11.9% |
| 3M | +8.2% | +1.2% | +7.0% | +7.8% |
| 6M | +36.6% | +41.7% | -5.1% | +27.2% |
| YTD | -8.7% | +15.4% | -24.1% | -12.5% |
| 1Y | -19.9% | +11.8% | -31.7% | -23.9% |
| 3Y | +202.6% | -37.5% | +240.1% | +206.1% |
| 5Y | -45.0% | -20.6% | -24.4% | -45.7% |
| All | -45.0% | -23.8% | -21.3% | -45.7% |
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