+3,142.0%
FN vs MOH
+909.2%
+2,232.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.5% | -6.2% | -4.9% |
| 7D | -4.1% | -0.7% | -3.4% | -4.1% |
| 30D | -28.3% | +4.8% | -33.1% | -29.0% |
| 3M | -33.9% | +3.8% | -37.7% | -34.5% |
| 6M | -43.9% | +11.0% | -54.9% | -45.2% |
| YTD | -23.4% | +18.9% | -42.4% | -27.1% |
| 1Y | -25.4% | +46.5% | -71.9% | -31.1% |
| 3Y | +107.9% | -42.4% | +150.3% | +112.0% |
| 5Y | +195.1% | -31.8% | +226.9% | +188.2% |
| 10Y | +794.1% | +309.6% | +484.5% | +520.5% |
| All | +3,142.0% | +909.2% | +2,232.8% | +1,451.0% |
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 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