+18.1%
EW vs MOH
+53.5%
-35.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.9% | -4.5% | +4.1% |
| 7D | +8.3% | +14.3% | -6.0% | +7.8% |
| 30D | +13.9% | +16.7% | -2.8% | +13.4% |
| 3M | +10.9% | +18.3% | -7.4% | +10.3% |
| 6M | +19.2% | +15.8% | +3.5% | +18.7% |
| YTD | +16.6% | +30.5% | -13.9% | +16.9% |
| 1Y | +18.1% | +49.3% | -31.2% | +18.0% |
| All | +18.1% | +53.5% | -35.4% | +18.0% |
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