+47.2%
FE vs MOH
-37.5%
+84.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.1% |
| 7D | -1.7% | -1.3% | -0.4% | -1.6% |
| 30D | -1.3% | +3.0% | -4.2% | -1.4% |
| 3M | +0.6% | +1.2% | -0.6% | +0.4% |
| 6M | -6.8% | +41.7% | -48.6% | -8.6% |
| YTD | +6.4% | +15.4% | -9.0% | +4.9% |
| 1Y | +11.3% | +11.8% | -0.5% | +9.8% |
| All | +47.2% | -37.5% | +84.7% | +56.0% |
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