+29.4%
B vs MOH
+53.5%
-24.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.9% | -0.6% | +8.0% |
| 7D | +1.1% | +14.3% | -13.2% | +0.8% |
| 30D | +0.3% | +16.7% | -16.4% | -0.1% |
| 3M | +5.4% | +18.3% | -12.9% | +4.9% |
| 6M | +5.5% | +15.8% | -10.3% | +5.1% |
| YTD | -6.3% | +30.5% | -36.8% | -7.5% |
| 1Y | +29.4% | +49.3% | -19.9% | +27.0% |
| All | +29.4% | +53.5% | -24.1% | +27.0% |
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 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