+115.6%
DT vs MOH
+51.4%
+64.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +1.1% |
| 7D | -2.5% | -1.3% | -1.2% | -2.3% |
| 30D | +3.5% | +3.0% | +0.6% | +2.9% |
| 3M | +26.7% | +1.2% | +25.5% | +26.3% |
| 6M | +36.1% | +41.7% | -5.6% | +26.9% |
| YTD | +18.6% | +15.4% | +3.2% | +13.2% |
| 1Y | +7.9% | +11.8% | -3.9% | +2.8% |
| 3Y | +8.6% | -37.5% | +46.1% | +11.1% |
| 5Y | -26.7% | -20.6% | -6.0% | -32.1% |
| All | +115.6% | +51.4% | +64.2% | +48.9% |
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