+50,291.1%
FIX vs MOH
+1,396.4%
+48,894.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +9.4% | +0.2% | +9.2% | +9.3% |
| 30D | -27.8% | +0.1% | -27.9% | -28.2% |
| 3M | -35.6% | +1.8% | -37.4% | -36.3% |
| 6M | -45.2% | +9.1% | -54.4% | -47.0% |
| YTD | +19.5% | +20.7% | -1.2% | +11.2% |
| 1Y | +24.2% | +51.3% | -27.0% | +10.4% |
| 3Y | +494.2% | -42.0% | +536.1% | +506.5% |
| 5Y | +1,036.1% | -33.1% | +1,069.3% | +1,008.7% |
| 10Y | +3,599.0% | +340.8% | +3,258.3% | +2,142.2% |
| All | +50,291.1% | +1,396.4% | +48,894.7% | +23,825.4% |
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 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