+19.7%
BROS vs MOH
-21.6%
+41.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.8% |
| 7D | -5.8% | +1.7% | -7.5% | -6.0% |
| 30D | -14.0% | -0.9% | -13.1% | -13.9% |
| 3M | -32.5% | +5.7% | -38.2% | -33.0% |
| 6M | -14.9% | +39.1% | -54.0% | -18.8% |
| YTD | -28.3% | +17.7% | -46.0% | -30.9% |
| 1Y | -34.0% | +8.4% | -42.4% | -35.9% |
| 3Y | +63.0% | -36.6% | +99.5% | +65.3% |
| All | +19.7% | -21.6% | +41.3% | +7.6% |
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 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