-18.0%
GIS vs MOH
+18.1%
-36.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.4% |
| 7D | -7.8% | +0.4% | -8.2% | -7.9% |
| 30D | +6.6% | +2.9% | +3.7% | +6.3% |
| 3M | +21.0% | +4.1% | +16.8% | +20.8% |
| 6M | -9.1% | +33.8% | -42.9% | -10.1% |
| YTD | -13.6% | +15.7% | -29.3% | -14.2% |
| 1Y | -18.0% | +17.5% | -35.6% | -20.0% |
| All | -18.0% | +18.1% | -36.1% | -20.0% |
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