+49.3%
MOH vs EL
+25.6%
+23.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +6.3% | +2.6% | +8.6% |
| 7D | +14.3% | +2.5% | +11.8% | +14.0% |
| 30D | +16.7% | +20.1% | -3.4% | +15.8% |
| 3M | +18.3% | +29.3% | -10.9% | +17.2% |
| 6M | +15.8% | +38.8% | -23.0% | +14.5% |
| YTD | +30.5% | +8.1% | +22.4% | +27.3% |
| 1Y | +49.3% | +22.3% | +26.9% | +37.7% |
| All | +49.3% | +25.6% | +23.6% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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