-47.8%
COMP vs MOH
-12.6%
-35.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.4% |
| 7D | -5.5% | +1.7% | -7.2% | -5.8% |
| 30D | -17.4% | -0.9% | -16.6% | -17.3% |
| 3M | +24.4% | +5.7% | +18.7% | +23.0% |
| 6M | +21.8% | +39.1% | -17.3% | +15.1% |
| YTD | -0.6% | +17.7% | -18.3% | -4.6% |
| 1Y | +11.5% | +8.4% | +3.1% | +7.6% |
| 3Y | +220.4% | -36.6% | +257.0% | +229.0% |
| 5Y | -26.6% | -19.1% | -7.5% | -29.1% |
| All | -47.8% | -12.6% | -35.2% | -52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling