+36.6%
BP vs MOH
+53.5%
-16.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +8.9% | -13.1% | -4.1% |
| 7D | -8.4% | +14.3% | -22.7% | -8.4% |
| 30D | +2.2% | +16.7% | -14.5% | +2.1% |
| 3M | +8.8% | +18.3% | -9.5% | +8.6% |
| 6M | -0.5% | +15.8% | -16.3% | -0.9% |
| YTD | +36.2% | +30.5% | +5.7% | +32.4% |
| 1Y | +36.6% | +49.3% | -12.7% | +31.5% |
| All | +36.6% | +53.5% | -16.9% | +31.5% |
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