-37.7%
DG vs MOH
-19.7%
-18.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.1% |
| 7D | -6.5% | +1.7% | -8.2% | -6.6% |
| 30D | +4.2% | -0.9% | +5.1% | +4.2% |
| 3M | +9.5% | +5.7% | +3.8% | +8.8% |
| 6M | -13.1% | +39.1% | -52.3% | -16.5% |
| YTD | -4.8% | +17.7% | -22.5% | -7.5% |
| 1Y | +20.6% | +8.4% | +12.2% | +17.8% |
| 3Y | +4.9% | -36.6% | +41.5% | +8.2% |
| All | -37.7% | -19.7% | -18.1% | -39.8% |
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 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