+96.9%
GLD vs MOH
-41.8%
+138.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | -5.5% | +0.1% | -5.6% | -5.4% |
| 3M | -10.9% | +1.8% | -12.7% | -10.8% |
| 6M | -17.4% | +9.1% | -26.6% | -17.2% |
| YTD | -10.3% | +20.7% | -31.0% | -9.9% |
| 1Y | -7.2% | +51.3% | -58.4% | -6.2% |
| 3Y | +96.9% | -42.0% | +138.9% | +93.2% |
| All | +96.9% | -41.8% | +138.8% | +93.2% |
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