+632.4%
GEV vs MOH
-51.5%
+683.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.7% |
| 7D | +1.6% | +1.7% | -0.1% | +1.7% |
| 30D | -7.9% | -0.9% | -7.1% | -8.0% |
| 3M | +5.6% | +5.7% | -0.1% | +5.9% |
| 6M | +13.1% | +39.1% | -26.1% | +14.8% |
| YTD | +46.7% | +17.7% | +29.1% | +48.1% |
| 1Y | +51.3% | +8.4% | +42.9% | +52.3% |
| All | +632.4% | -51.5% | +683.9% | +645.3% |
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