-36.6%
MOH vs ARWR
+173.9%
-210.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +1.7% | -4.0% | +5.8% | +1.8% |
| 30D | -0.9% | -5.0% | +4.2% | -0.7% |
| 3M | +5.7% | +11.3% | -5.6% | +5.2% |
| 6M | +39.1% | +42.6% | -3.5% | +36.9% |
| YTD | +17.7% | +24.8% | -7.1% | +16.4% |
| 1Y | +8.4% | +178.8% | -170.4% | +4.9% |
| 3Y | -36.6% | +183.3% | -219.9% | -39.2% |
| All | -36.6% | +173.9% | -210.4% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 3y: compounded portfolio wealth divided by compounded ARWR 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…
3y analysis · Full analysis span regression · 6 months rolling