-71.6%
FLNC vs MOH
-32.3%
-39.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.1% |
| 7D | -4.1% | +1.7% | -5.8% | -4.4% |
| 30D | -24.8% | -0.9% | -23.9% | -24.7% |
| 3M | -59.1% | +5.7% | -64.8% | -59.9% |
| 6M | -42.0% | +39.1% | -81.1% | -46.9% |
| YTD | -49.8% | +17.7% | -67.5% | -53.1% |
| 1Y | +43.1% | +8.4% | +34.7% | +35.0% |
| 3Y | -61.0% | -36.6% | -24.4% | -60.1% |
| All | -71.6% | -32.3% | -39.3% | -72.3% |
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 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