+26.0%
C vs MOH
+53.5%
-27.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.9% | -7.3% | +1.9% |
| 7D | +1.1% | +14.3% | -13.2% | +1.5% |
| 30D | -2.4% | +16.7% | -19.1% | -1.9% |
| 3M | -8.4% | +18.3% | -26.7% | -7.7% |
| 6M | +0.3% | +15.8% | -15.5% | +1.0% |
| YTD | +9.1% | +30.5% | -21.4% | +10.4% |
| 1Y | +26.0% | +49.3% | -23.2% | +25.2% |
| All | +26.0% | +53.5% | -27.4% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling