-14.4%
ETN vs MOH
+43.5%
-57.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.3% | -3.1% | -7.9% |
| 7D | -16.9% | +8.9% | -25.8% | -15.9% |
| 30D | -26.5% | +11.0% | -37.5% | -25.5% |
| 3M | -26.7% | +11.0% | -37.7% | -25.6% |
| 6M | -20.0% | +12.7% | -32.7% | -18.6% |
| YTD | +3.5% | +24.8% | -21.3% | +3.9% |
| 1Y | -14.4% | +44.7% | -59.1% | -15.5% |
| All | -14.4% | +43.5% | -57.9% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling