+34.1%
D vs MOH
+264.4%
-230.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.0% | -1.3% |
| 7D | -2.2% | +1.7% | -4.0% | -2.5% |
| 30D | -4.5% | -0.9% | -3.6% | -4.4% |
| 3M | -2.5% | +5.7% | -8.2% | -3.6% |
| 6M | +5.5% | +39.1% | -33.6% | 0.0% |
| YTD | +13.3% | +17.7% | -4.4% | +8.8% |
| 1Y | +11.8% | +8.4% | +3.5% | +8.2% |
| 3Y | +56.7% | -36.6% | +93.3% | +60.4% |
| 5Y | +4.3% | -19.1% | +23.4% | +1.5% |
| All | +34.1% | +264.4% | -230.3% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling