+2,180.7%
MAR vs MOH
+1,330.6%
+850.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.3% |
| 7D | -2.1% | -1.3% | -0.8% | -1.9% |
| 30D | -5.7% | +3.0% | -8.6% | -6.2% |
| 3M | -14.6% | +1.2% | -15.8% | -15.2% |
| 6M | +1.3% | +41.7% | -40.4% | -5.8% |
| YTD | +6.7% | +15.4% | -8.7% | +1.5% |
| 1Y | +26.4% | +11.8% | +14.6% | +20.2% |
| 3Y | +64.7% | -37.5% | +102.2% | +67.9% |
| 5Y | +153.1% | -20.6% | +173.7% | +142.8% |
| 10Y | +437.9% | +255.8% | +182.1% | +260.2% |
| All | +2,180.7% | +1,330.6% | +850.2% | +993.7% |
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