+240.4%
GS vs MOH
-37.8%
+278.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.3% |
| 7D | +3.4% | -3.3% | +6.7% | +3.3% |
| 30D | +0.2% | -0.1% | +0.3% | +0.2% |
| 3M | -0.3% | -1.1% | +0.7% | -0.3% |
| 6M | +27.4% | +35.9% | -8.5% | +28.5% |
| YTD | +19.6% | +13.1% | +6.5% | +20.5% |
| 1Y | +42.5% | +11.8% | +30.7% | +43.4% |
| 3Y | +240.4% | -38.7% | +279.2% | +221.5% |
| All | +240.4% | -37.8% | +278.3% | +221.5% |
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 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