+150.8%
F vs MOH
+1,396.4%
-1,245.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | 0.0% | +0.1% | -0.1% | -0.1% |
| 3M | -13.2% | +1.8% | -15.1% | -13.7% |
| 6M | -10.2% | +9.1% | -19.3% | -12.2% |
| YTD | -4.9% | +20.7% | -25.7% | -10.1% |
| 1Y | -6.1% | +51.3% | -57.4% | -14.7% |
| 3Y | +46.0% | -42.0% | +88.0% | +50.3% |
| 5Y | -15.7% | -33.1% | +17.4% | -16.3% |
| 10Y | +64.3% | +340.8% | -276.4% | +8.3% |
| All | +150.8% | +1,396.4% | -1,245.6% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling