+277.0%
IR vs MOH
+191.9%
+85.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -1.9% | -4.2% | +2.3% | -1.2% |
| 30D | -15.0% | -2.4% | -12.7% | -14.8% |
| 3M | -0.4% | -4.4% | +4.0% | -0.2% |
| 6M | -15.0% | +32.9% | -48.0% | -19.9% |
| YTD | -7.1% | +11.9% | -18.9% | -10.8% |
| 1Y | -7.5% | +6.9% | -14.5% | -11.2% |
| 3Y | +6.3% | -39.4% | +45.7% | +9.0% |
| 5Y | +37.3% | -25.0% | +62.3% | +32.3% |
| All | +277.0% | +191.9% | +85.1% | +202.7% |
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 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