+622.9%
BA vs MOH
+1,398.9%
-776.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -0.6% | -3.1% | +2.6% | 0.0% |
| 30D | -8.0% | +0.2% | -8.2% | -8.1% |
| 3M | -25.8% | +1.8% | -27.6% | -26.2% |
| 6M | -27.6% | +9.5% | -37.1% | -29.2% |
| YTD | -21.0% | +20.9% | -41.9% | -25.3% |
| 1Y | -12.3% | +48.8% | -61.0% | -20.2% |
| 3Y | -12.8% | -41.4% | +28.6% | -10.2% |
| 5Y | -22.4% | -33.0% | +10.6% | -23.0% |
| 10Y | +24.6% | +341.5% | -316.9% | -14.5% |
| All | +622.9% | +1,398.9% | -776.1% | +280.3% |
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 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