-22.3%
MOH vs DD
+56.1%
-78.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.0% |
| 7D | +1.7% | -3.5% | +5.2% | +2.1% |
| 30D | -0.9% | -11.7% | +10.8% | +0.6% |
| 3M | +5.7% | -9.2% | +14.9% | +6.9% |
| 6M | +39.1% | -7.2% | +46.3% | +40.0% |
| YTD | +17.7% | +6.6% | +11.1% | +15.3% |
| 1Y | +8.4% | +32.0% | -23.6% | +2.6% |
| 3Y | -36.6% | +42.1% | -78.7% | -41.8% |
| All | -22.3% | +56.1% | -78.4% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling