+46.0%
F vs MOH
-41.8%
+87.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | -13.2% | +1.8% | -15.1% | -13.2% |
| 6M | -10.2% | +9.1% | -19.3% | -10.2% |
| YTD | -4.9% | +20.7% | -25.7% | -5.2% |
| 1Y | -6.1% | +51.3% | -57.4% | -6.6% |
| 3Y | +46.0% | -42.0% | +88.0% | +45.9% |
| All | +46.0% | -41.8% | +87.8% | +45.9% |
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 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