-37.8%
MOH vs BAH
-28.1%
-9.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.8% | -1.7% | +2.6% |
| 7D | -1.3% | +2.4% | -3.7% | -1.6% |
| 30D | +3.0% | -2.9% | +5.9% | +3.3% |
| 3M | +1.2% | -1.3% | +2.5% | +1.4% |
| 6M | +41.7% | -0.9% | +42.6% | +41.7% |
| YTD | +15.4% | -8.2% | +23.6% | +16.1% |
| 1Y | +11.8% | -24.0% | +35.8% | +15.2% |
| All | -37.8% | -28.1% | -9.7% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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