+2,166.5%
FIX vs MOH
-26.3%
+2,192.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -2.0% |
| 7D | +3.5% | -4.2% | +7.7% | +3.7% |
| 30D | -3.5% | -2.4% | -1.1% | -3.5% |
| 3M | -11.8% | -4.4% | -7.4% | -11.8% |
| 6M | +17.8% | +32.9% | -15.1% | +15.9% |
| YTD | +73.3% | +11.9% | +61.4% | +70.8% |
| 1Y | +128.1% | +6.9% | +121.2% | +124.3% |
| 3Y | +772.7% | -39.4% | +812.1% | +759.2% |
| 5Y | +2,166.5% | -25.0% | +2,191.4% | +1,921.4% |
| All | +2,166.5% | -26.3% | +2,192.8% | +1,921.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling