+1,372.3%
MOH vs ARWR
+772.9%
+599.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.2% |
| 7D | -3.3% | +2.9% | -6.2% | -3.4% |
| 30D | -0.1% | -2.9% | +2.8% | 0.0% |
| 3M | -1.1% | +15.2% | -16.3% | -1.8% |
| 6M | +35.9% | +42.3% | -6.4% | +33.7% |
| YTD | +13.1% | +28.2% | -15.1% | +11.7% |
| 1Y | +11.8% | +213.2% | -201.4% | +6.6% |
| 3Y | -38.7% | +184.6% | -223.4% | -42.4% |
| 5Y | -25.1% | +29.2% | -54.4% | -28.4% |
| 10Y | +243.8% | +1,012.5% | -768.7% | +195.9% |
| All | +1,372.3% | +772.9% | +599.3% | +1,038.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling