+26.0%
MAR vs MOH
+4.9%
+21.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.7% |
| 7D | -0.5% | +1.7% | -2.2% | -0.6% |
| 30D | -5.4% | -0.9% | -4.5% | -5.4% |
| 3M | -15.5% | +5.7% | -21.2% | -15.6% |
| 6M | +3.0% | +39.1% | -36.2% | +2.3% |
| YTD | +8.5% | +17.7% | -9.2% | +8.4% |
| 1Y | +26.0% | +8.4% | +17.6% | +24.8% |
| All | +26.0% | +4.9% | +21.0% | +24.8% |
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