-22.3%
MOH vs FND
-63.3%
+41.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.9% |
| 7D | +1.7% | -5.8% | +7.5% | +2.4% |
| 30D | -0.9% | -20.2% | +19.3% | +1.6% |
| 3M | +5.7% | -12.0% | +17.7% | +6.9% |
| 6M | +39.1% | -18.5% | +57.6% | +41.4% |
| YTD | +17.7% | -22.3% | +39.9% | +19.5% |
| 1Y | +8.4% | -47.6% | +56.0% | +16.1% |
| 3Y | -36.6% | -49.8% | +13.2% | -33.0% |
| All | -22.3% | -63.3% | +41.0% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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