+1,431.7%
MOH vs BB
+110.6%
+1,321.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.2% | +1.8% |
| 7D | +1.7% | -0.4% | +2.1% | +1.7% |
| 30D | -0.9% | -12.5% | +11.7% | +0.3% |
| 3M | +5.7% | -17.4% | +23.1% | +7.2% |
| 6M | +39.1% | +119.1% | -80.0% | +26.9% |
| YTD | +17.7% | +102.4% | -84.7% | +8.0% |
| 1Y | +8.4% | +98.2% | -89.8% | -0.7% |
| 3Y | -36.6% | +46.9% | -83.5% | -42.2% |
| 5Y | -19.1% | -26.4% | +7.3% | -22.8% |
| 10Y | +262.8% | +1.3% | +261.5% | +191.9% |
| All | +1,431.7% | +110.6% | +1,321.1% | +1,256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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