-35.3%
MOH vs ADVB
-96.8%
+61.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -23.6% | +23.4% | 0.0% |
| 7D | +0.2% | +27.8% | -27.5% | 0.0% |
| 30D | +0.1% | -50.8% | +50.9% | +0.7% |
| 3M | +1.8% | -70.5% | +72.4% | +2.9% |
| 6M | +9.1% | -46.7% | +55.9% | +5.7% |
| YTD | +20.7% | -56.7% | +77.4% | +16.7% |
| 1Y | +51.3% | -71.8% | +123.0% | +48.8% |
| All | -35.3% | -96.8% | +61.5% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling