+19.3%
ARM vs MOH
+53.5%
-34.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.9% | -14.2% | -3.5% |
| 7D | -18.7% | +14.3% | -33.0% | -16.3% |
| 30D | -36.7% | +16.7% | -53.4% | -34.5% |
| 3M | -31.6% | +18.3% | -50.0% | -29.1% |
| 6M | -5.6% | +15.8% | -21.4% | -2.4% |
| YTD | +75.5% | +30.5% | +45.0% | +81.9% |
| 1Y | +19.3% | +49.3% | -29.9% | +25.2% |
| All | +19.3% | +53.5% | -34.2% | +25.2% |
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