+11.8%
MOH vs FGI
+126.2%
-114.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.3% | +3.1% |
| 7D | -1.3% | +22.8% | -24.1% | -1.4% |
| 30D | +3.0% | +85.9% | -83.0% | +2.5% |
| 3M | +1.2% | +32.4% | -31.2% | +1.0% |
| 6M | +41.7% | +106.3% | -64.6% | +39.3% |
| YTD | +15.4% | +48.4% | -33.0% | +14.0% |
| 1Y | +11.8% | +116.4% | -104.6% | +10.9% |
| All | +11.8% | +126.2% | -114.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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