+34.8%
MOH vs ALC
+21.6%
+13.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.6% |
| 7D | -3.3% | -3.7% | +0.3% | -2.2% |
| 30D | -0.1% | -3.7% | +3.7% | +1.1% |
| 3M | -1.1% | +4.6% | -5.6% | -2.8% |
| 6M | +35.9% | -14.6% | +50.5% | +41.6% |
| YTD | +13.1% | -11.9% | +25.0% | +16.4% |
| 1Y | +11.8% | -13.1% | +25.0% | +15.4% |
| 3Y | -38.7% | -15.0% | -23.7% | -37.8% |
| 5Y | -25.1% | -16.2% | -8.9% | -24.4% |
| All | +34.8% | +21.6% | +13.2% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling