+253.4%
AG vs MOH
-36.3%
+289.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.9% | -3.0% |
| 7D | -6.7% | +1.7% | -8.4% | -6.8% |
| 30D | +2.2% | -0.9% | +3.1% | +2.2% |
| 3M | +15.7% | +5.7% | +10.0% | +15.6% |
| 6M | -23.8% | +39.1% | -62.9% | -24.5% |
| YTD | +17.6% | +17.7% | 0.0% | +16.9% |
| 1Y | +88.6% | +8.4% | +80.2% | +87.3% |
| 3Y | +253.4% | -36.6% | +290.0% | +239.8% |
| All | +253.4% | -36.3% | +289.7% | +239.8% |
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