+35.8%
IR vs MOH
-19.7%
+55.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | -4.5% | +1.7% | -6.2% | -4.7% |
| 30D | -13.9% | -0.9% | -13.0% | -13.9% |
| 3M | -0.3% | +5.7% | -6.1% | -1.2% |
| 6M | -14.3% | +39.1% | -53.4% | -17.9% |
| YTD | -7.9% | +17.7% | -25.6% | -10.8% |
| 1Y | -9.9% | +8.4% | -18.3% | -12.4% |
| 3Y | +6.5% | -36.6% | +43.1% | +7.2% |
| All | +35.8% | -19.7% | +55.5% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling