-2.2%
BA vs MOH
-39.4%
+37.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -2.0% |
| 7D | -1.2% | -4.2% | +3.0% | -1.1% |
| 30D | -11.3% | -2.4% | -9.0% | -11.3% |
| 3M | -3.8% | -4.4% | +0.6% | -3.8% |
| 6M | -8.3% | +32.9% | -41.2% | -8.8% |
| YTD | -4.9% | +11.9% | -16.8% | -5.5% |
| 1Y | -10.1% | +6.9% | -17.0% | -10.6% |
| All | -2.2% | -39.4% | +37.2% | -4.3% |
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