-24.8%
AR vs MOH
+444.5%
-469.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -1.2% | -4.2% | +3.0% | -0.5% |
| 30D | +5.5% | -2.4% | +7.9% | +5.9% |
| 3M | +12.9% | -4.4% | +17.3% | +13.3% |
| 6M | +0.1% | +32.9% | -32.9% | -5.5% |
| YTD | +13.5% | +11.9% | +1.7% | +9.1% |
| 1Y | +21.6% | +6.9% | +14.6% | +17.0% |
| 3Y | +46.0% | -39.4% | +85.4% | +49.9% |
| 5Y | +143.7% | -25.0% | +168.7% | +136.3% |
| 10Y | +44.3% | +244.9% | -200.6% | +4.4% |
| All | -24.8% | +444.5% | -469.3% | -49.5% |
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