-34.0%
ALB vs MOH
-36.3%
+2.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.0% | -5.7% | -3.7% |
| 7D | -6.9% | +1.7% | -8.6% | -6.9% |
| 30D | -8.4% | -0.9% | -7.5% | -8.4% |
| 3M | -25.9% | +5.7% | -31.6% | -25.7% |
| 6M | -29.7% | +39.1% | -68.8% | -29.0% |
| YTD | -16.5% | +17.7% | -34.2% | -16.0% |
| 1Y | +58.7% | +8.4% | +50.3% | +59.6% |
| 3Y | -34.0% | -36.6% | +2.6% | -31.4% |
| All | -34.0% | -36.3% | +2.3% | -31.4% |
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