+28.9%
MOD vs MOH
+4.9%
+24.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +5.7% |
| 7D | -2.8% | +1.7% | -4.5% | -2.6% |
| 30D | -5.1% | -0.9% | -4.2% | -5.2% |
| 3M | -30.3% | +5.7% | -36.0% | -30.2% |
| 6M | -5.6% | +39.1% | -44.8% | -5.7% |
| YTD | +41.8% | +17.7% | +24.1% | +40.9% |
| 1Y | +28.9% | +8.4% | +20.5% | +25.5% |
| All | +28.9% | +4.9% | +24.0% | +25.5% |
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 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