+52.4%
GEV vs MOH
+53.5%
-1.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +8.9% | -18.2% | -7.9% |
| 7D | -5.1% | +14.3% | -19.4% | -3.1% |
| 30D | -15.8% | +16.7% | -32.5% | -13.8% |
| 3M | -18.2% | +18.3% | -36.5% | -16.0% |
| 6M | -22.4% | +15.8% | -38.2% | -20.4% |
| YTD | +27.7% | +30.5% | -2.7% | +29.0% |
| 1Y | +52.4% | +49.3% | +3.1% | +50.0% |
| All | +52.4% | +53.5% | -1.1% | +50.0% |
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 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