+221.9%
COMP vs MOH
-37.8%
+259.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.1% |
| 7D | +4.1% | -3.3% | +7.4% | +4.4% |
| 30D | -14.5% | -0.1% | -14.5% | -14.5% |
| 3M | +41.8% | -1.1% | +42.9% | +41.8% |
| 6M | +23.6% | +35.9% | -12.3% | +20.4% |
| YTD | +1.7% | +13.1% | -11.4% | +0.1% |
| 1Y | +12.6% | +11.8% | +0.7% | +10.0% |
| 3Y | +221.9% | -38.7% | +260.6% | +221.7% |
| All | +221.9% | -37.8% | +259.7% | +221.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling