+12.2%
ETSY vs MOH
-36.3%
+48.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.3% | +1.6% |
| 7D | -4.9% | +1.7% | -6.6% | -5.0% |
| 30D | -8.6% | -0.9% | -7.7% | -8.6% |
| 3M | +4.8% | +5.7% | -0.9% | +4.5% |
| 6M | +38.1% | +39.1% | -1.0% | +36.4% |
| YTD | +31.2% | +17.7% | +13.6% | +29.8% |
| 1Y | +22.1% | +8.4% | +13.7% | +20.7% |
| 3Y | +12.2% | -36.6% | +48.8% | +8.7% |
| All | +12.2% | -36.3% | +48.5% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling