+34.3%
ARM vs MOH
+47.1%
-12.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.7% |
| 7D | +19.8% | -3.1% | +23.0% | +19.2% |
| 30D | -21.8% | +0.2% | -21.9% | -21.3% |
| 3M | -26.5% | +1.8% | -28.4% | -25.6% |
| 6M | -3.9% | +9.5% | -13.5% | -1.8% |
| YTD | +82.8% | +20.9% | +61.8% | +83.5% |
| 1Y | +34.3% | +48.8% | -14.5% | +32.3% |
| All | +34.3% | +47.1% | -12.8% | +32.3% |
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