-44.8%
COMP vs MOH
-14.1%
-30.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | -13.3% | +2.9% | -16.2% | -13.8% |
| 3M | +41.1% | +4.1% | +37.0% | +39.9% |
| 6M | +17.2% | +33.8% | -16.7% | +11.4% |
| YTD | +5.2% | +15.7% | -10.5% | +1.2% |
| 1Y | +18.9% | +17.5% | +1.4% | +12.7% |
| 3Y | +215.9% | -35.3% | +251.2% | +220.7% |
| 5Y | -31.2% | -26.9% | -4.3% | -33.2% |
| All | -44.8% | -14.1% | -30.7% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling