+6.3%
FE vs MOH
+53.5%
-47.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.9% | -9.0% | -0.4% |
| 7D | +1.7% | +14.3% | -12.6% | +1.1% |
| 30D | +8.1% | +16.7% | -8.6% | +7.4% |
| 3M | -1.3% | +18.3% | -19.6% | -2.0% |
| 6M | +2.9% | +15.8% | -12.9% | +2.3% |
| YTD | +8.6% | +30.5% | -21.9% | +5.3% |
| 1Y | +6.3% | +49.3% | -42.9% | +2.3% |
| All | +6.3% | +53.5% | -47.2% | +2.3% |
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