+3.7%
F vs MOH
+53.5%
-49.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.9% | -6.0% | +2.5% |
| 7D | +6.0% | +14.3% | -8.3% | +5.4% |
| 30D | +4.3% | +16.7% | -12.4% | +3.6% |
| 3M | -10.1% | +18.3% | -28.4% | -10.5% |
| 6M | +12.8% | +15.8% | -3.0% | +12.5% |
| YTD | -0.1% | +30.5% | -30.6% | -3.9% |
| 1Y | +3.7% | +49.3% | -45.6% | -4.8% |
| All | +3.7% | +53.5% | -49.8% | -4.8% |
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 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