+14.4%
FIX vs MOH
+53.5%
-39.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +8.9% | -24.0% | -13.9% |
| 7D | -18.9% | +14.3% | -33.2% | -17.5% |
| 30D | -36.3% | +16.7% | -53.0% | -35.0% |
| 3M | -38.5% | +18.3% | -56.8% | -37.3% |
| 6M | -42.3% | +15.8% | -58.1% | -41.2% |
| YTD | +17.1% | +30.5% | -13.4% | +15.4% |
| 1Y | +14.4% | +49.3% | -34.9% | +8.9% |
| All | +14.4% | +53.5% | -39.1% | +8.9% |
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 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