+15.1%
COMP vs MOH
+9.6%
+5.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.6% |
| 7D | +0.8% | -4.2% | +5.0% | +1.1% |
| 30D | -13.9% | -2.4% | -11.5% | -13.7% |
| 3M | +30.7% | -4.4% | +35.1% | +30.9% |
| 6M | +18.7% | +32.9% | -14.3% | +19.0% |
| YTD | +1.0% | +11.9% | -10.8% | +1.8% |
| 1Y | +15.1% | +6.9% | +8.2% | +12.2% |
| All | +15.1% | +9.6% | +5.5% | +12.2% |
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