+730.0%
FLEX vs MOH
-19.7%
+749.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.0% | +5.2% | +7.1% |
| 7D | +5.7% | +1.7% | +4.0% | +5.6% |
| 30D | -7.0% | -0.9% | -6.1% | -7.0% |
| 3M | -23.8% | +5.7% | -29.5% | -24.2% |
| 6M | +82.6% | +39.1% | +43.5% | +78.5% |
| YTD | +91.6% | +17.7% | +73.9% | +87.9% |
| 1Y | +100.6% | +8.4% | +92.2% | +97.0% |
| 3Y | +479.8% | -36.6% | +516.3% | +467.1% |
| All | +730.0% | -19.7% | +749.7% | +634.3% |
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 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