+13.3%
FN vs MOH
+9.6%
+3.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.4% |
| 7D | +5.8% | -4.2% | +10.0% | +5.4% |
| 30D | -20.6% | -2.4% | -18.3% | -20.9% |
| 3M | -28.6% | -4.4% | -24.2% | -28.8% |
| 6M | -20.7% | +32.9% | -53.7% | -18.2% |
| YTD | -8.1% | +11.9% | -20.0% | -9.4% |
| 1Y | +13.3% | +6.9% | +6.4% | +9.5% |
| All | +13.3% | +9.6% | +3.7% | +9.5% |
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