+44.7%
MOH vs DGX
+45.7%
-1.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -4.3% |
| 7D | +8.9% | +0.7% | +8.2% | +8.8% |
| 30D | +11.0% | +11.5% | -0.5% | +11.7% |
| 3M | +11.0% | +8.4% | +2.6% | +11.6% |
| 6M | +12.7% | +34.5% | -21.8% | +15.5% |
| YTD | +24.8% | +49.3% | -24.4% | +24.0% |
| 1Y | +44.7% | +45.3% | -0.6% | +45.5% |
| All | +44.7% | +45.7% | -1.0% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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