+204.2%
F vs MOH
+1,334.3%
-1,130.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +5.3% | +0.4% | +4.9% | +5.2% |
| 30D | +4.6% | +2.9% | +1.7% | +4.0% |
| 3M | -3.7% | +4.1% | -7.8% | -4.6% |
| 6M | +16.8% | +33.8% | -17.0% | +10.1% |
| YTD | +15.3% | +15.7% | -0.4% | +10.1% |
| 1Y | +31.0% | +17.5% | +13.5% | +24.0% |
| 3Y | +45.4% | -35.3% | +80.8% | +46.6% |
| 5Y | +54.7% | -26.9% | +81.6% | +51.2% |
| 10Y | +98.2% | +262.9% | -164.7% | +35.0% |
| All | +204.2% | +1,334.3% | -1,130.1% | +53.1% |
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