+3,689.8%
FN vs MOH
+882.1%
+2,807.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.2% | +3.3% |
| 7D | -1.7% | +0.4% | -2.1% | -1.7% |
| 30D | -22.0% | +2.9% | -24.9% | -22.3% |
| 3M | -43.0% | +4.1% | -47.1% | -43.5% |
| 6M | -27.7% | +33.8% | -61.6% | -31.0% |
| YTD | -10.5% | +15.7% | -26.2% | -14.0% |
| 1Y | +12.5% | +17.5% | -5.1% | +7.0% |
| 3Y | +153.8% | -35.3% | +189.1% | +153.6% |
| 5Y | +288.0% | -26.9% | +314.9% | +274.9% |
| 10Y | +906.4% | +262.9% | +643.5% | +614.7% |
| All | +3,689.8% | +882.1% | +2,807.7% | +1,728.7% |
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