+1,264.4%
BE vs MOH
-19.7%
+1,284.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.7% | +6.7% |
| 7D | +9.0% | +1.7% | +7.3% | +9.1% |
| 30D | +16.3% | -0.9% | +17.2% | +16.3% |
| 3M | +10.8% | +5.7% | +5.1% | +10.6% |
| 6M | +73.2% | +39.1% | +34.1% | +72.9% |
| YTD | +217.4% | +17.7% | +199.7% | +215.8% |
| 1Y | +309.8% | +8.4% | +301.4% | +307.5% |
| 3Y | +1,726.2% | -36.6% | +1,762.7% | +1,691.0% |
| All | +1,264.4% | -19.7% | +1,284.1% | +1,136.7% |
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