-33.9%
BAX vs MOH
-37.5%
+3.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.0% | -1.3% |
| 7D | -5.4% | -1.3% | -4.1% | -5.3% |
| 30D | -12.4% | +3.0% | -15.3% | -12.8% |
| 3M | +19.1% | +1.2% | +17.9% | +18.5% |
| 6M | +38.6% | +41.7% | -3.1% | +31.0% |
| YTD | +26.7% | +15.4% | +11.3% | +22.2% |
| 1Y | +1.0% | +11.8% | -10.8% | -2.8% |
| All | -33.9% | -37.5% | +3.6% | -34.9% |
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