+59.8%
GD vs MOH
-41.6%
+101.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +2.4% |
| 7D | -3.0% | -2.4% | -0.6% | -3.0% |
| 30D | +9.3% | +3.3% | +6.0% | +9.0% |
| 3M | -7.2% | +3.5% | -10.7% | -7.5% |
| 6M | +5.5% | +9.4% | -3.9% | +4.6% |
| YTD | +9.5% | +17.2% | -7.7% | +7.5% |
| 1Y | +6.4% | +33.7% | -27.3% | +3.5% |
| 3Y | +59.8% | -42.3% | +102.1% | +59.5% |
| All | +59.8% | -41.6% | +101.4% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling