+409.7%
COMP vs MOH
-41.7%
+451.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.5% | -8.9% | -7.6% |
| 7D | +7.2% | -0.7% | +7.9% | +7.3% |
| 30D | +6.4% | +4.8% | +1.6% | +5.9% |
| 3M | -19.4% | +3.8% | -23.2% | -19.7% |
| 6M | +14.6% | +11.0% | +3.6% | +13.3% |
| YTD | -5.5% | +18.9% | -24.4% | -7.6% |
| 1Y | +13.7% | +46.5% | -32.8% | +7.9% |
| 3Y | +409.7% | -42.4% | +452.1% | +442.8% |
| All | +409.7% | -41.7% | +451.4% | +442.8% |
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