+5.7%
AS vs MOH
+42.3%
-36.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.9% |
| 7D | +4.5% | -0.7% | +5.2% | +4.5% |
| 30D | +13.2% | +4.8% | +8.4% | +13.4% |
| 3M | -11.9% | +3.8% | -15.7% | -11.7% |
| 6M | -11.6% | +11.0% | -22.6% | -11.1% |
| YTD | -14.7% | +18.9% | -33.6% | -15.4% |
| 1Y | +5.7% | +46.5% | -40.7% | -1.6% |
| All | +5.7% | +42.3% | -36.6% | -1.6% |
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