+1,402.1%
MOH vs FLR
+298.2%
+1,103.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +3.6% |
| 7D | -1.3% | -6.9% | +5.6% | -0.2% |
| 30D | +3.0% | +1.1% | +1.8% | +2.6% |
| 3M | +1.2% | +14.3% | -13.1% | -1.9% |
| 6M | +41.7% | +19.1% | +22.6% | +35.7% |
| YTD | +15.4% | +35.1% | -19.7% | +7.6% |
| 1Y | +11.8% | +29.5% | -17.7% | +4.4% |
| 3Y | -37.5% | +53.0% | -90.5% | -46.0% |
| 5Y | -20.6% | +238.9% | -259.6% | -43.3% |
| 10Y | +255.8% | +17.4% | +238.4% | +174.3% |
| All | +1,402.1% | +298.2% | +1,103.9% | +703.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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