+296.4%
FN vs MOH
-26.8%
+323.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.1% |
| 7D | +3.5% | -3.3% | +6.9% | +3.5% |
| 30D | -26.0% | -0.1% | -25.9% | -26.0% |
| 3M | -33.3% | -1.1% | -32.2% | -33.3% |
| 6M | -14.9% | +35.9% | -50.8% | -14.5% |
| YTD | -8.6% | +13.1% | -21.7% | -8.9% |
| 1Y | +12.3% | +11.8% | +0.5% | +11.5% |
| 3Y | +174.4% | -38.7% | +213.1% | +170.3% |
| 5Y | +296.4% | -25.1% | +321.5% | +263.0% |
| All | +296.4% | -26.8% | +323.2% | +263.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling