+49.3%
MOH vs ADVB
-76.7%
+125.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -4.5% | +13.5% | +8.9% |
| 7D | +14.3% | -29.5% | +43.8% | +14.0% |
| 30D | +16.7% | -66.9% | +83.6% | +15.8% |
| 3M | +18.3% | -73.7% | +92.0% | +17.4% |
| 6M | +15.8% | -64.8% | +80.6% | +13.6% |
| YTD | +30.5% | -64.0% | +94.5% | +27.7% |
| 1Y | +49.3% | -77.0% | +126.2% | +48.4% |
| All | +49.3% | -76.7% | +125.9% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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