-36.6%
MOH vs EFV
+90.2%
-126.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.8% |
| 7D | +1.7% | -0.8% | +2.5% | +1.8% |
| 30D | -0.9% | +0.6% | -1.5% | -1.0% |
| 3M | +5.7% | +7.5% | -1.8% | +4.5% |
| 6M | +39.1% | +13.0% | +26.1% | +36.2% |
| YTD | +17.7% | +18.3% | -0.6% | +12.9% |
| 1Y | +8.4% | +26.7% | -18.4% | +1.6% |
| 3Y | -36.6% | +89.6% | -126.1% | -44.2% |
| All | -36.6% | +90.2% | -126.8% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling