+43.9%
BNY vs MOH
+53.5%
-9.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.9% | -6.7% | +2.3% |
| 7D | +2.8% | +14.3% | -11.5% | +2.8% |
| 30D | +6.7% | +16.7% | -10.0% | +6.7% |
| 3M | -2.2% | +18.3% | -20.5% | -2.1% |
| 6M | +16.8% | +15.8% | +1.0% | +16.5% |
| YTD | +33.9% | +30.5% | +3.4% | +32.8% |
| 1Y | +43.9% | +49.3% | -5.4% | +40.7% |
| All | +43.9% | +53.5% | -9.6% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling