+49.3%
MOH vs ALC
+4.2%
+45.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +6.8% | +2.1% | +7.9% |
| 7D | +14.3% | +10.7% | +3.6% | +12.9% |
| 30D | +16.7% | +20.2% | -3.5% | +14.6% |
| 3M | +18.3% | +8.9% | +9.4% | +16.6% |
| 6M | +15.8% | +5.7% | +10.1% | +13.0% |
| YTD | +30.5% | -1.4% | +31.9% | +29.0% |
| 1Y | +49.3% | +4.7% | +44.5% | +43.4% |
| All | +49.3% | +4.2% | +45.1% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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