+35.1%
GS vs MOH
+11.3%
+23.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.0% | -0.8% |
| 7D | -1.7% | -1.3% | -0.5% | -1.8% |
| 30D | -0.9% | +3.0% | -3.9% | -0.8% |
| 3M | +2.3% | +1.2% | +1.1% | +2.5% |
| 6M | +23.4% | +41.7% | -18.3% | +25.1% |
| YTD | +17.7% | +15.4% | +2.3% | +19.0% |
| 1Y | +35.1% | +11.8% | +23.3% | +34.7% |
| All | +35.1% | +11.3% | +23.8% | +34.7% |
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