+311.3%
ARM vs MOH
-40.5%
+351.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +6.0% | +3.8% |
| 7D | +11.4% | -3.3% | +14.7% | +11.4% |
| 30D | -7.4% | -0.1% | -7.4% | -7.4% |
| 3M | -24.5% | -1.1% | -23.4% | -24.6% |
| 6M | +128.7% | +35.9% | +92.8% | +127.0% |
| YTD | +139.3% | +13.1% | +126.1% | +137.2% |
| 1Y | +88.0% | +11.8% | +76.1% | +86.3% |
| All | +311.3% | -40.5% | +351.8% | +315.2% |
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 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