+190.5%
B vs MOH
-36.3%
+226.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.5% |
| 7D | -2.4% | +1.7% | -4.1% | -2.4% |
| 30D | +6.3% | -0.9% | +7.2% | +6.4% |
| 3M | +12.1% | +5.7% | +6.4% | +12.2% |
| 6M | -3.1% | +39.1% | -42.2% | -3.0% |
| YTD | +2.0% | +17.7% | -15.7% | +1.9% |
| 1Y | +51.7% | +8.4% | +43.3% | +51.4% |
| 3Y | +190.5% | -36.6% | +227.1% | +169.3% |
| All | +190.5% | -36.3% | +226.8% | +169.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling