-1.5%
AS vs MOH
+49.5%
-51.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | +3.9% | +0.1% | +3.7% | +3.9% |
| 3M | -9.6% | +1.8% | -11.4% | -9.6% |
| 6M | -8.7% | +9.1% | -17.8% | -8.2% |
| YTD | -19.8% | +20.7% | -40.6% | -20.6% |
| 1Y | -1.5% | +51.3% | -52.8% | -7.9% |
| All | -1.5% | +49.5% | -51.1% | -7.9% |
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