+156.7%
B vs MOH
-23.8%
+180.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.7% | -2.6% |
| 7D | -5.0% | -1.3% | -3.7% | -5.0% |
| 30D | +8.7% | +3.0% | +5.8% | +8.6% |
| 3M | +17.3% | +1.2% | +16.1% | +17.2% |
| 6M | -5.0% | +41.7% | -46.8% | -5.9% |
| YTD | +1.4% | +15.4% | -14.0% | +0.8% |
| 1Y | +50.5% | +11.8% | +38.7% | +49.4% |
| 3Y | +194.4% | -37.5% | +231.9% | +191.8% |
| 5Y | +156.7% | -20.6% | +177.3% | +164.7% |
| All | +156.7% | -23.8% | +180.5% | +164.7% |
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