+24.2%
FIX vs MOH
+49.5%
-25.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +9.4% | +0.2% | +9.2% | +9.5% |
| 30D | -27.8% | +0.1% | -27.9% | -27.3% |
| 3M | -35.6% | +1.8% | -37.4% | -35.0% |
| 6M | -45.2% | +9.1% | -54.4% | -44.6% |
| YTD | +19.5% | +20.7% | -1.2% | +15.2% |
| 1Y | +24.2% | +51.3% | -27.0% | +6.3% |
| All | +24.2% | +49.5% | -25.3% | +6.3% |
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