-25.7%
MOH vs FGI
-70.4%
+44.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.6% | -1.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | +2.9% | +65.4% | -62.5% | +2.2% |
| 3M | +4.1% | +23.5% | -19.4% | +3.6% |
| 6M | +33.8% | +60.5% | -26.7% | +31.7% |
| YTD | +15.7% | +30.0% | -14.3% | +14.2% |
| 1Y | +17.5% | +82.1% | -64.5% | +14.9% |
| 3Y | -35.3% | -4.4% | -30.9% | -36.2% |
| All | -25.7% | -70.4% | +44.7% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling