+1,765.4%
FLUT vs MOH
+1,286.6%
+478.8%
-70.1%
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% | -1.3% |
| 7D | -2.6% | -4.2% | +1.6% | -2.4% |
| 30D | +5.4% | -2.4% | +7.7% | +5.5% |
| 3M | -10.8% | -4.4% | -6.4% | -10.6% |
| 6M | -9.2% | +32.9% | -42.2% | -10.4% |
| YTD | -53.8% | +11.9% | -65.7% | -54.2% |
| 1Y | -66.0% | +6.9% | -72.9% | -66.2% |
| 3Y | -44.7% | -39.4% | -5.2% | -44.3% |
| 5Y | -50.6% | -25.0% | -25.6% | -50.8% |
| 10Y | -10.4% | +244.9% | -255.3% | -18.7% |
| All | +1,765.4% | +1,286.6% | +478.8% | +1,154.6% |
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