+38.6%
MA vs MOH
-39.4%
+78.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -3.5% | -4.2% | +0.7% | -3.3% |
| 30D | +0.8% | -2.4% | +3.1% | +0.9% |
| 3M | +14.8% | -4.4% | +19.2% | +14.9% |
| 6M | +10.0% | +32.9% | -23.0% | +8.6% |
| YTD | -0.1% | +11.9% | -12.0% | -0.7% |
| 1Y | -2.2% | +6.9% | -9.2% | -2.9% |
| All | +38.6% | -39.4% | +78.1% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling