+114.1%
AS vs MOH
-44.7%
+158.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.8% |
| 7D | -2.6% | -3.3% | +0.7% | -2.6% |
| 30D | -22.1% | -0.1% | -22.0% | -22.1% |
| 3M | -15.3% | -1.1% | -14.3% | -15.3% |
| 6M | -15.6% | +35.9% | -51.4% | -16.0% |
| YTD | -23.2% | +13.1% | -36.3% | -23.6% |
| 1Y | -21.7% | +11.8% | -33.5% | -22.3% |
| All | +114.1% | -44.7% | +158.8% | +128.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling