+58.6%
MAS vs MOH
-38.2%
+96.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.6% |
| 7D | +2.0% | +2.1% | -0.1% | +1.8% |
| 30D | +19.4% | +7.3% | +12.1% | +18.7% |
| 3M | +9.4% | +8.9% | +0.5% | +8.6% |
| 6M | +15.3% | +5.8% | +9.5% | +14.4% |
| YTD | +31.3% | +20.4% | +10.9% | +27.7% |
| 1Y | +34.9% | +42.1% | -7.2% | +28.5% |
| 3Y | +58.6% | -40.0% | +98.6% | +61.7% |
| All | +58.6% | -38.2% | +96.8% | +61.7% |
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 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