+19.6%
BTDR vs MOH
-21.3%
+40.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.8% | +3.8% |
| 7D | -3.4% | +1.7% | -5.1% | -3.3% |
| 30D | +32.6% | -0.9% | +33.5% | +32.6% |
| 3M | -32.2% | +5.7% | -37.9% | -31.9% |
| 6M | +52.4% | +39.1% | +13.2% | +55.5% |
| YTD | +6.7% | +17.7% | -11.0% | +8.7% |
| 1Y | -15.2% | +8.4% | -23.6% | -14.4% |
| 3Y | +14.9% | -36.6% | +51.5% | +10.9% |
| 5Y | +20.8% | -19.1% | +39.9% | +15.6% |
| All | +19.6% | -21.3% | +40.9% | +14.6% |
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 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