+5.2%
LOW vs MOH
-19.7%
+24.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | -3.7% | +1.7% | -5.4% | -3.9% |
| 30D | -8.9% | -0.9% | -8.0% | -8.8% |
| 3M | -10.4% | +5.7% | -16.1% | -11.2% |
| 6M | -19.4% | +39.1% | -58.5% | -22.8% |
| YTD | -17.1% | +17.7% | -34.8% | -19.6% |
| 1Y | -26.3% | +8.4% | -34.6% | -28.1% |
| 3Y | -9.9% | -36.6% | +26.7% | -7.7% |
| All | +5.2% | -19.7% | +24.9% | -0.1% |
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