-47.0%
C vs MOH
+1,302.1%
-1,349.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | +3.2% | -3.3% | +6.5% | +4.0% |
| 30D | +1.3% | -0.1% | +1.4% | +1.2% |
| 3M | +3.1% | -1.1% | +4.2% | +2.8% |
| 6M | +29.6% | +35.9% | -6.3% | +18.6% |
| YTD | +19.0% | +13.1% | +5.8% | +11.4% |
| 1Y | +45.6% | +11.8% | +33.8% | +35.2% |
| 3Y | +269.3% | -38.7% | +308.0% | +276.3% |
| 5Y | +131.6% | -25.1% | +156.7% | +118.0% |
| 10Y | +286.5% | +243.8% | +42.7% | +110.7% |
| All | -47.0% | +1,302.1% | -1,349.1% | -83.6% |
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