+111.0%
DRAM vs MOH
+47.1%
+63.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.2% | -8.1% | -4.4% |
| 7D | +4.6% | -1.3% | +5.9% | +4.5% |
| 30D | +15.1% | +3.0% | +12.1% | +15.4% |
| 3M | +2.1% | +1.2% | +0.9% | +3.2% |
| All | +111.0% | +47.1% | +63.9% | +124.3% |
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 · Available span rolling