-21.3%
IT vs MOH
+18.1%
-39.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.6% |
| 7D | -6.0% | +0.4% | -6.4% | -6.0% |
| 30D | 0.0% | +2.9% | -2.9% | +0.1% |
| 3M | +13.1% | +4.1% | +8.9% | +13.5% |
| 6M | +11.7% | +33.8% | -22.1% | +13.4% |
| YTD | -26.1% | +15.7% | -41.8% | -25.0% |
| 1Y | -21.3% | +17.5% | -38.8% | -22.4% |
| All | -21.3% | +18.1% | -39.4% | -22.4% |
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