-37.6%
GIS vs MOH
-36.3%
-1.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -6.4% | +1.7% | -8.1% | -6.5% |
| 30D | -6.1% | -0.9% | -5.2% | -6.0% |
| 3M | +7.8% | +5.7% | +2.1% | +7.3% |
| 6M | -8.8% | +39.1% | -47.9% | -11.2% |
| YTD | -19.1% | +17.7% | -36.8% | -20.6% |
| 1Y | -24.8% | +8.4% | -33.1% | -25.7% |
| 3Y | -37.6% | -36.6% | -1.0% | -35.8% |
| All | -37.6% | -36.3% | -1.3% | -35.8% |
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