-28.2%
MOH vs FGI
-69.1%
+40.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.1% |
| 7D | -4.2% | +14.7% | -18.9% | -4.3% |
| 30D | -2.4% | +67.0% | -69.3% | -3.0% |
| 3M | -4.4% | +31.0% | -35.4% | -4.9% |
| 6M | +32.9% | +126.8% | -93.9% | +30.3% |
| YTD | +11.9% | +35.6% | -23.7% | +10.4% |
| 1Y | +6.9% | +108.9% | -102.0% | +4.4% |
| 3Y | -39.4% | -0.3% | -39.2% | -40.3% |
| All | -28.2% | -69.1% | +40.9% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling