+10.3%
GLXY vs MOH
-38.6%
+49.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.1% | -5.9% | -7.1% |
| 7D | +4.5% | -4.2% | +8.7% | +4.2% |
| 30D | +28.8% | -2.4% | +31.2% | +28.6% |
| 3M | -23.0% | -4.4% | -18.6% | -23.0% |
| 6M | +17.0% | +32.9% | -15.9% | +20.7% |
| YTD | +12.5% | +11.9% | +0.6% | +13.7% |
| 1Y | -5.4% | +6.9% | -12.3% | -5.2% |
| All | +10.3% | -38.6% | +49.0% | -10.5% |
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