+243.1%
B vs MOH
+1,302.1%
-1,059.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.3% |
| 7D | +2.3% | -3.3% | +5.6% | +2.5% |
| 30D | +1.4% | -0.1% | +1.4% | +1.3% |
| 3M | +12.2% | -1.1% | +13.3% | +12.1% |
| 6M | -2.1% | +35.9% | -38.0% | -4.0% |
| YTD | +2.9% | +13.1% | -10.2% | +1.7% |
| 1Y | +55.3% | +11.8% | +43.5% | +53.1% |
| 3Y | +198.7% | -38.7% | +237.4% | +200.8% |
| 5Y | +153.8% | -25.1% | +178.9% | +151.5% |
| 10Y | +193.4% | +243.8% | -50.4% | +159.0% |
| All | +243.1% | +1,302.1% | -1,059.0% | +156.8% |
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