+1,559.6%
MOD vs MOH
-25.5%
+1,585.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -1.3% |
| 7D | +6.3% | -3.3% | +9.7% | +6.2% |
| 30D | -1.7% | -0.1% | -1.6% | -1.7% |
| 3M | -30.1% | -1.1% | -29.0% | -30.1% |
| 6M | +2.7% | +35.9% | -33.2% | +3.3% |
| YTD | +44.1% | +13.1% | +31.0% | +44.4% |
| 1Y | +38.7% | +11.8% | +26.9% | +38.8% |
| 3Y | +309.8% | -38.7% | +348.5% | +303.1% |
| All | +1,559.6% | -25.5% | +1,585.1% | +1,446.0% |
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