+72,778.2%
FIX vs MOH
+1,334.3%
+71,443.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | -7.2% | +2.9% | -10.1% | -7.9% |
| 3M | -15.9% | +4.1% | -20.0% | -17.0% |
| 6M | +12.7% | +33.8% | -21.1% | +5.4% |
| YTD | +72.8% | +15.7% | +57.1% | +63.4% |
| 1Y | +122.9% | +17.5% | +105.3% | +108.0% |
| 3Y | +774.3% | -35.3% | +809.6% | +774.8% |
| 5Y | +2,049.5% | -26.9% | +2,076.4% | +1,967.7% |
| 10Y | +5,821.5% | +262.9% | +5,558.5% | +3,641.4% |
| All | +72,778.2% | +1,334.3% | +71,443.9% | +35,060.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling