+248.8%
BP vs MOH
+1,286.6%
-1,037.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | +4.0% | -4.2% | +8.2% | +4.6% |
| 30D | +7.8% | -2.4% | +10.2% | +8.1% |
| 3M | +8.4% | -4.4% | +12.8% | +8.6% |
| 6M | +15.1% | +32.9% | -17.9% | +9.8% |
| YTD | +36.4% | +11.9% | +24.5% | +32.0% |
| 1Y | +40.9% | +6.9% | +34.0% | +36.4% |
| 3Y | +38.8% | -39.4% | +78.3% | +41.5% |
| 5Y | +141.1% | -25.0% | +166.0% | +134.9% |
| 10Y | +133.9% | +244.9% | -111.0% | +72.4% |
| All | +248.8% | +1,286.6% | -1,037.8% | +94.5% |
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 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