+2,147.7%
IT vs MOH
+1,358.8%
+788.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.0% | +3.3% | +4.9% |
| 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% | +19.0% |
| 6M | +12.0% | +39.1% | -27.2% | +4.4% |
| YTD | -28.8% | +17.7% | -46.5% | -32.5% |
| 1Y | -25.5% | +8.4% | -33.9% | -28.9% |
| 3Y | -48.8% | -36.6% | -12.2% | -47.5% |
| 5Y | -42.7% | -19.1% | -23.7% | -44.5% |
| 10Y | +102.5% | +262.8% | -160.3% | +43.8% |
| All | +2,147.7% | +1,358.8% | +788.9% | +1,109.2% |
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