+20.9%
GNRC vs MOH
+53.5%
-32.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +8.9% | -18.5% | -9.4% |
| 7D | -6.0% | +14.3% | -20.3% | -5.9% |
| 30D | -12.0% | +16.7% | -28.7% | -12.1% |
| 3M | -13.4% | +18.3% | -31.7% | -13.6% |
| 6M | -26.4% | +15.8% | -42.2% | -26.5% |
| YTD | +38.8% | +30.5% | +8.4% | +34.3% |
| 1Y | +20.9% | +49.3% | -28.4% | +11.1% |
| All | +20.9% | +53.5% | -32.6% | +11.1% |
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