+143.3%
DELL vs MOH
+53.5%
+89.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +8.9% | -17.8% | -8.6% |
| 7D | -24.6% | +14.3% | -38.9% | -24.5% |
| 30D | -32.5% | +16.7% | -49.2% | -32.5% |
| 3M | -20.2% | +18.3% | -38.5% | -20.2% |
| 6M | +76.5% | +15.8% | +60.7% | +76.6% |
| YTD | +198.9% | +30.5% | +168.5% | +183.9% |
| 1Y | +143.3% | +49.3% | +94.1% | +116.4% |
| All | +143.3% | +53.5% | +89.8% | +116.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling