-41.9%
IT vs MOH
-19.7%
-22.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.0% | +3.3% | +5.0% |
| 7D | -3.7% | +1.7% | -5.4% | -3.9% |
| 30D | +0.1% | -0.9% | +1.0% | +0.2% |
| 3M | +20.7% | +5.7% | +15.0% | +19.5% |
| 6M | +12.0% | +39.1% | -27.2% | +6.3% |
| YTD | -28.8% | +17.7% | -46.5% | -31.5% |
| 1Y | -25.5% | +8.4% | -33.9% | -27.7% |
| 3Y | -48.8% | -36.6% | -12.2% | -47.1% |
| All | -41.9% | -19.7% | -22.3% | -45.5% |
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 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