+13.7%
AR vs MOH
+53.5%
-39.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.9% | -15.2% | -6.5% |
| 7D | -11.1% | +14.3% | -25.4% | -11.5% |
| 30D | +7.9% | +16.7% | -8.8% | +7.2% |
| 3M | +4.9% | +18.3% | -13.4% | +4.2% |
| 6M | -5.3% | +15.8% | -21.1% | -6.0% |
| YTD | +8.6% | +30.5% | -21.9% | +5.7% |
| 1Y | +13.7% | +49.3% | -35.6% | +4.6% |
| All | +13.7% | +53.5% | -39.8% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling