+126.1%
GLD vs MOH
-39.4%
+165.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.9% |
| 7D | +0.1% | -4.2% | +4.3% | +0.1% |
| 30D | +0.2% | -2.4% | +2.6% | +0.2% |
| 3M | +3.2% | -4.4% | +7.6% | +3.2% |
| 6M | -14.6% | +32.9% | -47.6% | -14.2% |
| YTD | +1.8% | +11.9% | -10.1% | +2.1% |
| 1Y | +20.7% | +6.9% | +13.8% | +21.2% |
| All | +126.1% | -39.4% | +165.5% | +116.8% |
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