+24.3%
F vs MOH
+4.9%
+19.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.5% |
| 7D | -4.4% | +1.7% | -6.2% | -4.5% |
| 30D | +1.0% | -0.9% | +1.9% | +1.0% |
| 3M | -4.0% | +5.7% | -9.7% | -4.3% |
| 6M | +18.1% | +39.1% | -21.0% | +15.7% |
| YTD | +10.2% | +17.7% | -7.5% | +7.7% |
| 1Y | +24.3% | +8.4% | +16.0% | +19.9% |
| All | +24.3% | +4.9% | +19.4% | +19.9% |
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