+433.9%
D vs MOH
+1,302.1%
-868.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.8% |
| 7D | +0.8% | -3.3% | +4.1% | +1.2% |
| 30D | -0.7% | -0.1% | -0.7% | -0.8% |
| 3M | +2.1% | -1.1% | +3.2% | +1.9% |
| 6M | +6.8% | +35.9% | -29.0% | +2.4% |
| YTD | +16.5% | +13.1% | +3.4% | +13.3% |
| 1Y | +19.2% | +11.8% | +7.3% | +15.5% |
| 3Y | +61.9% | -38.7% | +100.6% | +65.1% |
| 5Y | +6.5% | -25.1% | +31.6% | +5.5% |
| 10Y | +35.3% | +243.8% | -208.6% | +10.5% |
| All | +433.9% | +1,302.1% | -868.2% | +251.8% |
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 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