+134.1%
BP vs MOH
+264.4%
-130.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | -0.2% |
| 7D | +5.2% | +1.7% | +3.5% | +5.0% |
| 30D | +8.7% | -0.9% | +9.6% | +8.8% |
| 3M | +9.3% | +5.7% | +3.6% | +8.3% |
| 6M | +13.6% | +39.1% | -25.5% | +8.5% |
| YTD | +37.7% | +17.7% | +20.0% | +33.0% |
| 1Y | +40.6% | +8.4% | +32.2% | +36.7% |
| 3Y | +40.3% | -36.6% | +76.9% | +42.1% |
| 5Y | +141.4% | -19.1% | +160.5% | +130.9% |
| All | +134.1% | +264.4% | -130.2% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling