+418.5%
MOH vs ALM
+8,043.4%
-7,624.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -1.1% |
| 7D | -4.2% | +3.6% | -7.8% | -4.2% |
| 30D | -2.4% | +33.8% | -36.2% | -2.5% |
| 3M | -4.4% | +14.8% | -19.2% | -4.5% |
| 6M | +32.9% | -7.0% | +39.9% | +32.9% |
| YTD | +11.9% | +108.1% | -96.2% | +11.5% |
| 1Y | +6.9% | +313.8% | -306.8% | +6.4% |
| 3Y | -39.4% | +2,227.6% | -2,267.0% | -40.1% |
| 5Y | -25.0% | +956.6% | -981.6% | -25.7% |
| 10Y | +244.9% | +3,082.3% | -2,837.4% | +239.5% |
| All | +418.5% | +8,043.4% | -7,624.9% | +405.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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