+132.6%
AR vs MOH
-19.7%
+152.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.1% |
| 7D | -2.5% | +1.7% | -4.2% | -2.6% |
| 30D | +2.5% | -0.9% | +3.4% | +2.6% |
| 3M | +12.3% | +5.7% | +6.6% | +11.6% |
| 6M | -3.1% | +39.1% | -42.2% | -6.4% |
| YTD | +11.5% | +17.7% | -6.2% | +8.7% |
| 1Y | +17.0% | +8.4% | +8.6% | +14.5% |
| 3Y | +47.3% | -36.6% | +83.9% | +48.4% |
| All | +132.6% | -19.7% | +152.3% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling