-26.2%
DT vs MOH
-19.7%
-6.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | -1.6% | +1.7% | -3.3% | -1.8% |
| 30D | +3.0% | -0.9% | +3.9% | +3.1% |
| 3M | +26.5% | +5.7% | +20.8% | +25.9% |
| 6M | +35.9% | +39.1% | -3.2% | +31.7% |
| YTD | +17.8% | +17.7% | +0.2% | +15.3% |
| 1Y | +4.1% | +8.4% | -4.3% | +2.3% |
| 3Y | +5.3% | -36.6% | +41.9% | +6.0% |
| All | -26.2% | -19.7% | -6.5% | -33.8% |
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