+15.1%
BP vs MOH
+34.3%
-19.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.8% |
| 7D | +4.0% | -4.2% | +8.2% | +4.1% |
| 30D | +7.8% | -2.4% | +10.2% | +7.9% |
| 3M | +8.4% | -4.4% | +12.8% | +8.0% |
| 6M | +15.1% | +32.9% | -17.9% | +11.6% |
| All | +15.1% | +34.3% | -19.3% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling