-38.7%
MOH vs FGI
-6.2%
-32.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.2% |
| 7D | -3.3% | +5.2% | -8.5% | -3.3% |
| 30D | -0.1% | +65.2% | -65.3% | -0.4% |
| 3M | -1.1% | +30.2% | -31.2% | -1.3% |
| 6M | +35.9% | +87.8% | -51.9% | +34.4% |
| YTD | +13.1% | +32.5% | -19.3% | +12.2% |
| 1Y | +11.8% | +93.6% | -81.8% | +10.7% |
| 3Y | -38.7% | -2.6% | -36.2% | -38.1% |
| All | -38.7% | -6.2% | -32.5% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling