+122.9%
FIX vs MOH
+18.1%
+104.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.9% |
| 7D | +6.0% | +0.4% | +5.6% | +6.1% |
| 30D | -7.2% | +2.9% | -10.1% | -7.1% |
| 3M | -15.9% | +4.1% | -20.0% | -15.8% |
| 6M | +12.7% | +33.8% | -21.1% | +13.2% |
| YTD | +72.8% | +15.7% | +57.1% | +71.2% |
| 1Y | +122.9% | +17.5% | +105.3% | +115.5% |
| All | +122.9% | +18.1% | +104.8% | +115.5% |
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