+22.8%
ET vs MOH
+36.7%
-13.9%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | +0.1% |
| 7D | +1.4% | -1.3% | +2.6% | +1.4% |
| 30D | +4.6% | +3.0% | +1.6% | +4.5% |
| 3M | +16.0% | +1.2% | +14.8% | +15.9% |
| 6M | +22.8% | +41.7% | -18.9% | +23.8% |
| All | +22.8% | +36.7% | -13.9% | +23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling