+208.4%
AGI vs MOH
-36.3%
+244.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.7% |
| 7D | -2.7% | +1.7% | -4.4% | -2.7% |
| 30D | +7.2% | -0.9% | +8.1% | +7.3% |
| 3M | +4.3% | +5.7% | -1.5% | +4.3% |
| 6M | -27.1% | +39.1% | -66.2% | -27.0% |
| YTD | -6.6% | +17.7% | -24.3% | -6.5% |
| 1Y | +9.5% | +8.4% | +1.1% | +9.6% |
| 3Y | +208.4% | -36.6% | +245.0% | +202.7% |
| All | +208.4% | -36.3% | +244.7% | +202.7% |
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 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