+261.9%
MOH vs BR
+189.7%
+72.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +1.7% | -3.0% | +4.7% | +3.2% |
| 30D | -0.9% | -0.3% | -0.6% | -0.9% |
| 3M | +5.7% | +17.3% | -11.6% | -3.1% |
| 6M | +39.1% | -6.7% | +45.8% | +42.0% |
| YTD | +17.7% | -23.4% | +41.1% | +33.0% |
| 1Y | +8.4% | -32.7% | +41.0% | +30.4% |
| 3Y | -36.6% | -5.9% | -30.7% | -36.9% |
| 5Y | -19.1% | +8.4% | -27.5% | -27.3% |
| All | +261.9% | +189.7% | +72.2% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling