-22.3%
MOH vs FTV
-2.3%
-20.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.9% |
| 7D | +1.7% | -4.0% | +5.7% | +2.6% |
| 30D | -0.9% | -11.0% | +10.1% | +1.7% |
| 3M | +5.7% | -8.4% | +14.1% | +7.6% |
| 6M | +39.1% | -2.6% | +41.7% | +39.5% |
| YTD | +17.7% | -0.6% | +18.3% | +17.1% |
| 1Y | +8.4% | +11.0% | -2.6% | +5.0% |
| 3Y | -36.6% | -6.3% | -30.2% | -36.9% |
| All | -22.3% | -2.3% | -20.1% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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