-9.8%
EXC vs MOH
+36.7%
-46.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -0.8% |
| 7D | -1.6% | -1.3% | -0.3% | -1.6% |
| 30D | -2.4% | +3.0% | -5.3% | -2.5% |
| 3M | -4.0% | +1.2% | -5.2% | -4.3% |
| 6M | -9.8% | +41.7% | -51.5% | -11.7% |
| All | -9.8% | +36.7% | -46.5% | -11.7% |
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 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