+1,227.1%
LOW vs MOH
+1,330.6%
-103.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.6% |
| 7D | -2.6% | -1.3% | -1.3% | -2.4% |
| 30D | -11.1% | +3.0% | -14.1% | -11.7% |
| 3M | -8.5% | +1.2% | -9.7% | -9.2% |
| 6M | -20.8% | +41.7% | -62.6% | -26.6% |
| YTD | -17.2% | +15.4% | -32.6% | -21.3% |
| 1Y | -24.7% | +11.8% | -36.5% | -28.6% |
| 3Y | -9.7% | -37.5% | +27.8% | -7.6% |
| 5Y | +6.0% | -20.6% | +26.6% | +2.3% |
| 10Y | +230.5% | +255.8% | -25.3% | +132.2% |
| All | +1,227.1% | +1,330.6% | -103.5% | +542.3% |
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 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