-20.6%
MOH vs ARWR
+26.4%
-47.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | -1.3% | -4.3% | +3.0% | -1.0% |
| 30D | +3.0% | -7.3% | +10.2% | +3.4% |
| 3M | +1.2% | +17.0% | -15.8% | -0.1% |
| 6M | +41.7% | +39.8% | +1.9% | +37.8% |
| YTD | +15.4% | +24.7% | -9.2% | +13.0% |
| 1Y | +11.8% | +186.5% | -174.7% | +3.4% |
| 3Y | -37.5% | +176.8% | -214.3% | -43.7% |
| 5Y | -20.6% | +29.3% | -50.0% | -24.4% |
| All | -20.6% | +26.4% | -47.0% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling