+18.4%
BROS vs MOH
-23.1%
+41.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.2% | -6.5% | -3.8% |
| 7D | -6.1% | -1.3% | -4.8% | -5.9% |
| 30D | -12.4% | +3.0% | -15.3% | -12.7% |
| 3M | -27.9% | +1.2% | -29.1% | -28.1% |
| 6M | -16.8% | +41.7% | -58.5% | -20.8% |
| YTD | -29.0% | +15.4% | -44.5% | -31.4% |
| 1Y | -33.2% | +11.8% | -45.0% | -35.7% |
| 3Y | +56.8% | -37.5% | +94.3% | +59.0% |
| All | +18.4% | -23.1% | +41.6% | +6.8% |
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