-9.7%
JD vs MOH
+53.5%
-63.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.9% | -5.9% | +2.9% |
| 7D | +9.0% | +14.3% | -5.3% | +8.8% |
| 30D | +5.2% | +16.7% | -11.5% | +5.2% |
| 3M | -15.9% | +18.3% | -34.2% | -15.8% |
| 6M | -7.7% | +15.8% | -23.5% | -7.6% |
| YTD | +0.1% | +30.5% | -30.4% | +1.2% |
| 1Y | -9.7% | +49.3% | -59.0% | -11.3% |
| All | -9.7% | +53.5% | -63.2% | -11.3% |
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