-43.6%
FLUT vs MOH
-36.3%
-7.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.9% |
| 7D | +0.4% | +1.7% | -1.3% | +0.4% |
| 30D | +2.5% | -0.9% | +3.4% | +2.5% |
| 3M | -9.2% | +5.7% | -15.0% | -9.1% |
| 6M | -8.2% | +39.1% | -47.4% | -7.6% |
| YTD | -53.2% | +17.7% | -70.9% | -52.7% |
| 1Y | -65.6% | +8.4% | -74.0% | -65.3% |
| 3Y | -43.6% | -36.6% | -7.0% | -42.0% |
| All | -43.6% | -36.3% | -7.3% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling