+149.4%
MAR vs MOH
-19.7%
+169.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.6% |
| 7D | -0.5% | +1.7% | -2.2% | -0.7% |
| 30D | -5.4% | -0.9% | -4.5% | -5.4% |
| 3M | -15.5% | +5.7% | -21.2% | -16.0% |
| 6M | +3.0% | +39.1% | -36.2% | -0.1% |
| YTD | +8.5% | +17.7% | -9.2% | +6.3% |
| 1Y | +26.0% | +8.4% | +17.6% | +23.8% |
| 3Y | +68.6% | -36.6% | +105.2% | +70.2% |
| All | +149.4% | -19.7% | +169.1% | +134.5% |
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