+133.5%
C vs MOH
-19.7%
+153.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.7% | +0.2% |
| 7D | +0.8% | +1.7% | -0.9% | +0.7% |
| 30D | +0.9% | -0.9% | +1.8% | +0.9% |
| 3M | +1.1% | +5.7% | -4.7% | +0.8% |
| 6M | +28.4% | +39.1% | -10.7% | +26.9% |
| YTD | +20.8% | +17.7% | +3.1% | +19.7% |
| 1Y | +43.4% | +8.4% | +35.1% | +42.5% |
| 3Y | +274.9% | -36.6% | +311.5% | +276.5% |
| All | +133.5% | -19.7% | +153.2% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling