-40.1%
MOH vs ADVB
-89.4%
+49.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | -1.0% |
| 7D | -4.2% | -13.0% | +8.8% | -4.0% |
| 30D | -2.4% | +7.5% | -9.8% | -2.4% |
| 3M | -4.4% | +129.1% | -133.5% | -9.1% |
| 6M | +32.9% | +71.7% | -38.8% | +26.6% |
| YTD | +11.9% | +45.5% | -33.7% | +7.0% |
| 1Y | +6.9% | -2.7% | +9.7% | +2.7% |
| All | -40.1% | -89.4% | +49.3% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling