+8.4%
MOH vs DD
+34.9%
-26.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.0% |
| 7D | +1.7% | -3.5% | +5.2% | +1.7% |
| 30D | -0.9% | -11.7% | +10.8% | -1.1% |
| 3M | +5.7% | -9.2% | +14.9% | +5.7% |
| 6M | +39.1% | -7.2% | +46.3% | +39.3% |
| YTD | +17.7% | +6.6% | +11.1% | +13.7% |
| 1Y | +8.4% | +32.0% | -23.6% | +2.2% |
| All | +8.4% | +34.9% | -26.5% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling