+11.8%
MOH vs ABCL
+145.5%
-133.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.3% | +8.5% | +3.2% |
| 7D | -1.3% | -9.6% | +8.3% | -1.3% |
| 30D | +3.0% | +7.2% | -4.2% | +3.0% |
| 3M | +1.2% | +105.5% | -104.3% | +2.8% |
| 6M | +41.7% | +193.0% | -151.3% | +48.1% |
| YTD | +15.4% | +205.8% | -190.4% | +24.8% |
| 1Y | +11.8% | +144.4% | -132.6% | +19.4% |
| All | +11.8% | +145.5% | -133.7% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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