+63.5%
DRI vs MOH
-21.2%
+84.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.2% |
| 7D | -4.8% | -1.3% | -3.5% | -4.7% |
| 30D | -5.2% | +3.0% | -8.1% | -5.5% |
| 3M | +2.7% | +1.2% | +1.5% | +2.3% |
| 6M | +3.6% | +41.7% | -38.1% | -0.5% |
| YTD | +15.4% | +15.4% | 0.0% | +12.4% |
| 1Y | +1.3% | +11.8% | -10.5% | -1.5% |
| 3Y | +53.1% | -37.5% | +90.6% | +54.7% |
| All | +63.5% | -21.2% | +84.7% | +53.1% |
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