+1,356.0%
MOH vs FDS
+1,076.5%
+279.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | +0.2% |
| 7D | -4.2% | -8.8% | +4.6% | -0.9% |
| 30D | -2.4% | -1.4% | -1.0% | -2.2% |
| 3M | -4.4% | +13.9% | -18.3% | -10.2% |
| 6M | +32.9% | +27.4% | +5.5% | +17.5% |
| YTD | +11.9% | -2.5% | +14.3% | +9.1% |
| 1Y | +6.9% | -23.8% | +30.7% | +14.3% |
| 3Y | -39.4% | -32.5% | -6.9% | -33.0% |
| 5Y | -25.0% | -23.2% | -1.8% | -22.6% |
| 10Y | +244.9% | +76.4% | +168.5% | +147.0% |
| All | +1,356.0% | +1,076.5% | +279.5% | +482.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 all: compounded portfolio wealth divided by compounded FDS 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…
all analysis · Full analysis span regression · 6 months rolling