+47.3%
AR vs MOH
-36.3%
+83.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -1.9% |
| 7D | -2.5% | +1.7% | -4.2% | -2.5% |
| 30D | +2.5% | -0.9% | +3.4% | +2.6% |
| 3M | +12.3% | +5.7% | +6.6% | +12.2% |
| 6M | -3.1% | +39.1% | -42.2% | -3.9% |
| YTD | +11.5% | +17.7% | -6.2% | +10.8% |
| 1Y | +17.0% | +8.4% | +8.6% | +16.0% |
| 3Y | +47.3% | -36.6% | +83.9% | +46.4% |
| All | +47.3% | -36.3% | +83.6% | +46.4% |
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