-25.5%
IT vs MOH
+4.9%
-30.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.0% | +3.3% | +5.3% |
| 7D | -3.7% | +1.7% | -5.4% | -3.6% |
| 30D | +0.1% | -0.9% | +1.0% | +0.1% |
| 3M | +20.7% | +5.7% | +15.0% | +21.3% |
| 6M | +12.0% | +39.1% | -27.2% | +14.5% |
| YTD | -28.8% | +17.7% | -46.5% | -27.4% |
| 1Y | -25.5% | +8.4% | -33.9% | -24.0% |
| All | -25.5% | +4.9% | -30.5% | -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 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