-18.5%
FN vs MOH
+49.5%
-68.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.2% | -7.1% | -7.3% |
| 7D | +0.3% | +0.2% | 0.0% | +0.4% |
| 30D | -16.5% | +0.1% | -16.7% | -16.0% |
| 3M | -42.1% | +1.8% | -43.9% | -41.4% |
| 6M | -52.9% | +9.1% | -62.0% | -51.8% |
| YTD | -28.0% | +20.7% | -48.7% | -31.9% |
| 1Y | -18.5% | +51.3% | -69.8% | -32.4% |
| All | -18.5% | +49.5% | -68.0% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling