+1,046.4%
MOH vs BAH
+878.1%
+168.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -4.2% | -1.3% | -2.9% | -3.8% |
| 30D | -2.4% | -6.6% | +4.2% | -0.5% |
| 3M | -4.4% | -7.2% | +2.8% | -3.0% |
| 6M | +32.9% | -10.0% | +42.9% | +35.6% |
| YTD | +11.9% | -12.5% | +24.3% | +13.6% |
| 1Y | +6.9% | -27.9% | +34.8% | +14.7% |
| 3Y | -39.4% | -31.4% | -8.0% | -36.8% |
| 5Y | -25.0% | -3.2% | -21.7% | -31.8% |
| 10Y | +244.9% | +191.5% | +53.4% | +117.7% |
| All | +1,046.4% | +878.1% | +168.4% | +365.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling