+1,078.3%
ALL vs MOH
+1,286.6%
-208.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.2% |
| 7D | -2.2% | -4.2% | +2.0% | -1.4% |
| 30D | -5.6% | -2.4% | -3.2% | -5.2% |
| 3M | +17.2% | -4.4% | +21.6% | +17.8% |
| 6M | +23.2% | +32.9% | -9.7% | +15.8% |
| YTD | +23.6% | +11.9% | +11.7% | +18.6% |
| 1Y | +29.2% | +6.9% | +22.2% | +24.1% |
| 3Y | +153.8% | -39.4% | +193.3% | +162.3% |
| 5Y | +116.1% | -25.0% | +141.0% | +111.0% |
| 10Y | +364.8% | +244.9% | +119.9% | +214.9% |
| All | +1,078.3% | +1,286.6% | -208.3% | +421.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling