+977.1%
BE vs MOH
+82.6%
+894.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.6% |
| 7D | +23.9% | -4.2% | +28.1% | +25.1% |
| 30D | +27.8% | -2.4% | +30.2% | +28.5% |
| 3M | +3.7% | -4.4% | +8.1% | +3.7% |
| 6M | +78.0% | +32.9% | +45.0% | +63.5% |
| YTD | +209.9% | +11.9% | +198.0% | +191.1% |
| 1Y | +389.6% | +6.9% | +382.7% | +357.2% |
| 3Y | +1,730.6% | -39.4% | +1,770.0% | +1,729.7% |
| 5Y | +1,227.8% | -25.0% | +1,252.8% | +1,054.1% |
| All | +977.1% | +82.6% | +894.5% | +481.4% |
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