+1,298.7%
FLEX vs MOH
+1,286.6%
+12.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +6.4% | -4.2% | +10.5% | +7.3% |
| 30D | -5.9% | -2.4% | -3.5% | -5.5% |
| 3M | -23.5% | -4.4% | -19.1% | -23.3% |
| 6M | +83.7% | +32.9% | +50.8% | +70.6% |
| YTD | +86.5% | +11.9% | +74.6% | +76.6% |
| 1Y | +100.5% | +6.9% | +93.6% | +89.6% |
| 3Y | +469.8% | -39.4% | +509.3% | +479.1% |
| 5Y | +725.7% | -25.0% | +750.6% | +686.1% |
| 10Y | +1,086.7% | +244.9% | +841.8% | +640.8% |
| All | +1,298.7% | +1,286.6% | +12.1% | +364.8% |
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