+120.4%
AS vs MOH
-43.4%
+163.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.6% |
| 7D | -4.9% | +0.4% | -5.3% | -4.9% |
| 30D | -19.6% | +2.9% | -22.5% | -19.6% |
| 3M | -14.4% | +4.1% | -18.5% | -14.4% |
| 6M | -20.1% | +33.8% | -54.0% | -20.5% |
| YTD | -20.9% | +15.7% | -36.6% | -21.3% |
| 1Y | -21.9% | +17.5% | -39.4% | -22.6% |
| All | +120.4% | -43.4% | +163.8% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling