+531.0%
DG vs MOH
+1,324.5%
-793.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.4% | -1.7% |
| 7D | -6.3% | -1.3% | -5.0% | -6.2% |
| 30D | +2.4% | +3.0% | -0.5% | +2.0% |
| 3M | +12.4% | +1.2% | +11.2% | +12.1% |
| 6M | -14.9% | +41.7% | -56.7% | -18.9% |
| YTD | -6.1% | +15.4% | -21.5% | -8.9% |
| 1Y | +17.9% | +11.8% | +6.1% | +14.2% |
| 3Y | +3.1% | -37.5% | +40.6% | +5.5% |
| 5Y | -38.7% | -20.6% | -18.0% | -39.6% |
| 10Y | +99.6% | +255.8% | -156.2% | +58.6% |
| All | +531.0% | +1,324.5% | -793.5% | +294.7% |
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