+39.1%
MOH vs BBWI
-7.5%
+46.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.4% | -4.4% | +1.9% |
| 7D | +1.7% | -4.8% | +6.5% | +1.7% |
| 30D | -0.9% | +3.5% | -4.4% | -0.8% |
| 3M | +5.7% | -0.3% | +6.0% | +6.5% |
| 6M | +39.1% | -5.4% | +44.5% | +38.9% |
| All | +39.1% | -7.5% | +46.6% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 6mo: compounded portfolio wealth divided by compounded BBWI 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…
6mo analysis · Full analysis span regression · 6 months rolling