-28.7%
COMP vs MOH
-26.3%
-2.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.5% |
| 7D | +0.8% | -4.2% | +5.0% | +1.6% |
| 30D | -13.9% | -2.4% | -11.5% | -13.6% |
| 3M | +30.7% | -4.4% | +35.1% | +31.4% |
| 6M | +18.7% | +32.9% | -14.3% | +12.7% |
| YTD | +1.0% | +11.9% | -10.8% | -2.4% |
| 1Y | +15.1% | +6.9% | +8.2% | +11.0% |
| 3Y | +219.8% | -39.4% | +259.2% | +229.8% |
| 5Y | -28.7% | -25.0% | -3.7% | -34.1% |
| All | -28.7% | -26.3% | -2.3% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling